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st: Combining ivregress and heckman
From
Barbara Engels <[email protected]>
To
[email protected]
Subject
st: Combining ivregress and heckman
Date
Wed, 15 May 2013 11:33:59 +0200
Dear Statalist users,
I want to estimate a model that accounts both for sample selection like Heckman Two-Step, and endogeneity like ivregress.
The dependent variable is continuous. The variables to be instrumented appear both in the normal regression and in the selection equation in the Heckman model.
I found some hints on Statalist (http://www.stata.com/statalist/archive/2009-08/msg00219.html), but didn't quite understand how to perform the combined "ivheckman" after all.
Any help is greatly appreciated.
Have a great day,
Barbara
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