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RE: st: RE: Standard error


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: Standard error
Date   Fri, 20 Apr 2007 14:06:22 +0200

--- Joanne Marshall wrote:
> I would like to ask when i have applied heckit model to the regression, if i
> found the standard error of the particular variable (say wage in this case) 
> has gone up than the standard error predicted by the OLS model, (from 0.13
> to 0.26) does this suggest there is evidence of sample selection problem in
> estimating the equation and if there is a more in depth meaning? 

The standard errors in your equation of interest won't tell you whether or 
not there is selection. However, -heckman- will give you a test. The bottom 
line of the output will read something like:
LR test of indep. eqns. (rho = 0):   chi2(1) =     0.26   Prob > chi2 = 0.6109

If that Prob > chi2 is less than .05 you can reject the hypothesis that there 
is no selection. 

Hope this helps,
Maarten

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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

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



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