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Re: st: -heckprob- estimation

From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: -heckprob- estimation
Date   Fri, 23 Sep 2011 08:56:30 +0200

On Fri, Sep 23, 2011 at 5:00 AM, ajjee wrote:
> heckprob y age sex edu income, select (z=age sex edu income)
> it does not concave and iterations are repeated. I read in a book that in
> /select equation / , at least one variable should be different.  But I don't
> know, how I should enter any other variable in  /select equation / as I have
> the data for only age, sex, education and income.

That is always the problem with this type of techniques, they are very
powerful if you have an instrumental variable (the variable that
influences selection but not your main dependent variable), but
unfortunately there are only few situations where such instrumental
variables exist.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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