Re: st: RE: Oxaca decomposition with heckman

[Fabrizio Colella - 1348010 <colella.fabrizio@studbocconi.it>]

Dear Rubil,

first of all thanks for your help!

I am not sure I understood what you mean. I do have tried to estimate the Heckman model separately, using the following code:

oheckman ln_hourly_wage age ... clerk , select(status = age age2 education couple benefits children) twostep
predict xb
generate mills = normalden(-xb) / (1 - normal(-xb))
oaxaca ln_hourly_wage age ... clerk, by(stat2) noisily detail adjust(mills)

where "status" assumes values 0,1, or 2 for non-employment, part-time, full-time
and "stat2" assumes values .,1, or 2 for non-employment, part-time, full-time

and the result on the oaxaca estimation is:

mills not found
r(111);

Maybe you can suggest another way to adjust the -oaxaca-

Thank you again,

Fabrizio




----- Original Message -----
From: "Rubil Ivica" <irubil@eizg.hr>
To: statalist@hsphsun2.harvard.edu
Sent: Wednesday, November 20, 2013 1:53:15 PM
Subject: st: RE: Oxaca decomposition with heckman

Fabrizio,

why don't you first estimate the lambda separately and just use it as an additional covariate in -oaxaca-?

ir

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Fabrizio Colella - 1348010
Sent: Wednesday, November 20, 2013 1:43 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Oxaca decomposition with heckman

Dear Statalist,

I would like to perform an Oaxaca-Blinder Wage Decomposition comparing hourly wage of part-time and full-time employees. 

Moreover, I want to perform an Heckman model with a selection regarding the choices of workers among part-time, full-time and non-employment at the first step.

It seems it is impossible to achieve my goal using directly the command "Oaxaca" because the dependent variable at the first stage of the Heckman model is the same I have entered in the section "by(...)" of the Oaxaca structure. 
Any suggestions?

Any help will be highly appreciated.

Thanks
Fabrizio


------------------------------------------

Fabrizio Colella
Bocconi University and
Fondazione Rodolfo DeBenedetti
Milan, Italy
fabrizio.colella@studbocconi.it
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