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st: heckman sample selection ML


From   "Victoria Levin" <[email protected]>
To   [email protected]
Subject   st: heckman sample selection ML
Date   Tue, 13 Dec 2005 14:59:02 -0500

Statalist-ers,

I have a question on using the heckman command in STATA.

My original dependent variable was left-censored at zero, but since I had to take logs, I did a monotonic transformation of the dependent variable (y+1), and then took logs of that [ln(y+1)]. So, my current dependent variable has many zeroes; the rest are positive values.

1) Somehow, when I run the full MLE heckman model:

heckman y x1 x2 x3, select (x1 x2 x3)

or even when I create a dummy variable (ydummy) for my y variable, so it's 0 for when ln(y+1)=0 and 1 when ln(y+1)>0, and run

heckman y x1 x2 x3, select (ydummy = x1 x2 x3)

I get the following error:

Dependent variable never censored due to selection:
model would simplify to OLS regression

What could this mean? Is it something about my dependent variable that is not allowing this command to proceed?

Thanks a lot in advance for your help!


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