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RE: st: heckman sample selection ML


From   Maarten buis <[email protected]>
To   [email protected]
Subject   RE: st: heckman sample selection ML
Date   Tue, 13 Dec 2005 21:43:16 +0000 (GMT)

at Tue 12/13/2005 1:59 PM Victoria Levin wrote:
> 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)

<snip>

> I get the following error:
>
> Dependent variable never censored due to selection:
> model would simplify to OLS regression

-heckman- assumes that an observation is censored if y has a missing value. You ensured that there
are no missing values, but by doing so prevented -heckman- from identifying the censored
observations. So just taking the log of y would be enough in your case. 

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------




		
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