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Re: st: -heckman- and -ivreg- AT THE SAME TIME


From   jean ries <[email protected]>
To   [email protected]
Subject   Re: st: -heckman- and -ivreg- AT THE SAME TIME
Date   Tue, 01 Nov 2005 11:13:09 +0100

Tinna,

Your problem, as well as a solution to it, are discussed in Wooldridge (2002), chapter 17.4.2. The estimation procedure is quite straightforward: -probit- -predict- and -ivreg- (or -ivreg2-). The harder part (as usual) is to find some plausible exclusion restrictions.

Good luck,

jean

Reference:
Wooldridge, J. M. (2002). Econometric analysis of cross section and panel data. MIT Press, Cambridge, MA.


Date: Mon, 31 Oct 2005 14:41:00 -0500
From: Tinna <[email protected]>
Subject: st: -heckman- and -ivreg- AT THE SAME TIME

Dear statalisters,

I need to control for selection in the model I am estimating (e.g.
- -heckman-), but I also suspect endogeneity (-ivreg2-). (see further in
P.S. if needed)

Is there a command that allows me to do both at the same time?

Any suggestions or thoughts are appreciated.

Tinna

P.S. Basically I am estimating an hours worked equation, where I only
have hours worked for those who's main activity is working (as opposed
to being a student, disabled, retired, homemaker...). It is the
coefficient of interest in this equation that is likely to be biased
if not instrumented.

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