[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
David Jacobs <[email protected]> |

To |
[email protected] |

Subject |
Re: st: question on a FAQ: Endogeneity versus sample-selection bias |

Date |
Sun, 04 Dec 2005 19:10:47 -0500 |

If you can conceptualize your dependent variable as a count, then how about a zero inflated approach? Such models are appropriate when there's two reasons like yours for zero values in the dependent variable. Check the illustration in the manual about estimating how many fish people catch in parks. You example seems to fit this "mixture condition" perfectly.

Dave Jacobs

At 05:28 AM 12/3/2005, you wrote:

Greetings, I am estimating a model of distance traveled with the car on weekends, which seems to bring up two possible sources of selectivity bias: 1. does the household own a car and 2. do they use the car at all on the weekend? Having controlled for sample selection in both cases, I'd like to estimate distance traveled. The following FAQ suggests a simple approach to this problem. http://www.stata.com/support/faqs/stat/bias.html The author writes: "Finally, if Model II were desired, then one would be confronted with a double selection model. I believe one would estimate a probit for labor force participation first. Upon generating the IMR term, this would be included in a second probit equation explaining union status. The appropriate IMR term from this equation would then be included in the two final wage equations. (This topic is covered in Amemiya 1985.)" I plan to look into Amemiya, but in the meantime can anyone one confirm whether this approach is sound? Alternatively, rather than estimating two probits, it seems one could also start by using heckprob, but I'm not sure how much sense it makes to derive the Mills ratio from this model. Any advice would be appreciated. Many thanks, Colin * * 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/

* * 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/

**References**:

- Prev by Date:
**Re: st: marginal effects from -ivprobit-** - Next by Date:
**Re: st: RE: 2 lists of instruments** - Previous by thread:
**st: question on a FAQ: Endogeneity versus sample-selection bias** - Next by thread:
**st: Winedt Module Problem** - Index(es):

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