Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: intreg with control for sample selection and endogeneity bias

From   urbain thierry YOGO <>
Subject   Re: st: intreg with control for sample selection and endogeneity bias
Date   Mon, 29 Oct 2012 23:12:45 +0100

i think you can deal with the sample selection as usual : you estimate
an equation of labor market participation, you recover the predicted
value p and you  compute the inverse Mills ratio as follow:
gen pdfp1=normalden(p1)
gen cdfp1=normprob(p1)
gen IMR=pdfp1/cdfp1
finally, you insert IMR in the wage equation.

2012/10/29, Francesco Pastore <>:
> Hi, All,
> I would like to ask to the statalist the following question:
> I am estimating a wage equation to see the impact of overeducation on
> earnings of a sample of graduates observed 5 years after getting their
> degree. The dependent variable is defined as an interval data: people are
> asked to say to which class of earnings does their income belong to, rather
> than a precise value. In this case, I should use the intreg command. One
> problem is that these types of cross-section estimates are plagued by
> sample
> selection and endogeneity bias. Does anybody know how to deal with it in
> the
> contest of interval regressions? Is there any routine available in Stata?
> Best regards
> Francesco
> *
> *   For searches and help try:
> *
> *
> *

*Urbain Thierry YOGO
Ph.D candidate in Economics*
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index