Dan, and fellow Stata users,
Thanks for the reply. I checked the heckman procedure from the Stata manual
( - I am a new Stata user). It clearly allows for one selection, which
implies one inverse Mill's ratio. Does it also allow for two selections? I
am interested in estimating the coefficients of the two selectivity terms
(referring to y1 and y2 where z=y1*y2) in earnings equations.
Ab
>-----Original Message-----
>From: DL Millimet [mailto:[email protected]]
>Sent: Thursday, September 26, 2002 2:22 PM
>To: [email protected]
>Subject: RE: st: sample selection with bivariate probit
>
>
>this sounds like simply 2 seperate standard (univariate)
>heckman selection
>problems.
>
>dann
>
>-----Original Message-----
>From: [email protected]
>[mailto:[email protected]]On Behalf Of
>[email protected]
>Sent: Thursday, September 26, 2002 1:06 PM
>To: [email protected]
>Cc: [email protected]
>Subject: RE: st: sample selection with bivariate probit
>
>
>Erik, thanks for you reply. Here the parameters of interest are the
>parameters of the earnings equation. The context is
>international migration.
>z=1 refers to migrants, z=0 refers to non-migrants. What I
>need is sample
>selectivity corrected returns to characteristics in the lnw
>equation. In the
>data I observe lnw for a given individual either for z=1 or
>z=0, but not for
>both (previous message is misleading - sorry ). I.e. for those
>who migrate I
>only observe lnw|z=1 and for non-migrants I only observe
>lnw|z=0. I want to
>predict the earnings of a migrant had that individual not
>migrated ( and
>vice versa for non-migrants). Given returns to characteristics
>of the same
>individual can be different in the host country and in the
>source country I
>want to estimate the model separately for z=1 and z=0, and use
>the estimated
>coefficients for my prediction.
>
>
>
>>-----Original Message-----
>>From: Erik �. S�rensen [mailto:[email protected]]
>>Sent: Thursday, September 26, 2002 1:32 PM
>>To: [email protected]
>>Subject: Re: st: sample selection with bivariate probit
>>
>>
>>On torsdag, sep 26, 2002, at 13:07 America/Montreal,
>>[email protected] wrote:
>>
>>> Dear Users,
>>>
>>> I am estimating a log earnings equation controlling for
>>selection. The
>>> selection involves two stages that leads to a bivariate probit with
>>> partial
>>> observability.
>>>
>>> lnw=x3b3+e3 observed for z=1 and z=0
>>>
>>> where z=y1 x y2; z=1 iff y1=y2=1; z=0 if y1=0 or y2=0
>>
>>I think you need to explain more carefully what is observed, what is
>>not observed and what is the parameters of interest. If you get to
>>observe lnw=x3b3+e3 no matter what is the value of z, why do you want
>>to estimate it seperately for the values of z? Why would this make a
>>difference?
>>
>>Erik
>>--
>>Erik �. S�rensen, <http://www.geocities.com/erik_oiolf/>
>>
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