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Re: st: Binary Choice Panel Data Model with Sample Selection.
From
"Garrido, Melissa" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
Re: st: Binary Choice Panel Data Model with Sample Selection.
Date
Fri, 11 Feb 2011 15:28:25 +0000
Hi Ippab -
See http://www.stata.com/support/faqs/stat/xt_boot.html for a suggestion on dealing with standard errors in panel data. You can use the vce option with heckprob.
Also, have you played around with your model at all to see what is causing your model not to converge? Maarten Buis gives some good examples of what to look for in: http://www.stata.com/statalist/archive/2010-08/msg00847.html. That discussion refers to an ivprobit model, but the same issues are relevant here.
Assuming you want the marginal effect of explanatory variables on your outcome variable, given a value of 1 for the selection equation, I believe you can use:
margins, predict (pcond) dydx(*) vce()
where you would include the same options for vce that you do in the heckprob equation. I'm not completely certain on this last point - hopefully others have suggestions for you as well.
Melissa
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Melissa Garrido, PhD
Research Health Science Specialist
GRECC/REAP, James J Peters VA Medical Center
130 West Kingsbridge Road
Bronx, NY 10468
718-584-9000 x 3804
[email protected]
Assistant Professor
Brookdale Department of Geriatrics & Palliative Medicine
Box 1070
Mount Sinai School of Medicine
One Gustave L. Levy Place
New York, NY 10029
[email protected]
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