Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Heckman and collinearity: Coefficient in selection equation but nothing else?


From   CM <[email protected]>
To   [email protected]
Subject   st: Heckman and collinearity: Coefficient in selection equation but nothing else?
Date   Sun, 13 Jun 2004 17:39:52 -0700 (PDT)

Dear all,

I'm using `heckman' in Stata 8.2.  Sometimes I include
a collinear variable (say "B") in both the regression
and selection equations, and the following happens:

(1) It spits out the note "B dropped due to
collinearity.
(2) It omits it from the regression equation.
(3) YET... it includes it in the selection equation,
where it gets a coefficient but everything else is
replaced by "." (std err, z-statistic, etc).

This may be totally obvious, but what does that
coefficient represent?  More generally, what's
happening?

Thanks in advance,
CM Hsieh
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index