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st: Re: heckman and negative binomial?


From   "Vimalanand S. Prabhu" <[email protected]>
To   <[email protected]>
Subject   st: Re: heckman and negative binomial?
Date   Thu, 24 Apr 2003 17:19:25 -0400

Dear David,

Yes, you can use the heckman two-step framework

Create a dummy variable for those people who are sent for treatment. Use the
heckman command. Calculate the Inverse Mills Ratio, and use it as an
independent variable in the final model - which can be nbreg .....

cheers,

Prabhu



----- Original Message -----
From: "David Huffer" <[email protected]>
To: <[email protected]>
Sent: Thursday, April 24, 2003 4:18 PM
Subject: st: heckman and negative binomial?


> Does anyone have a suggestion for a situation where negative binomial
> regression or possibly poisson is appropriate but the data are
> sample-selected.  For instance, there are a group of respondents sent to a
> certain treatment and a researcher is interested in modeling the number of
> times those respondents experience event X.  Since respondents were sent
to
> treatment based on some non-random characteristics, there is a need to
> account for that selection problem.
>
> A colleague wants to use heckman's correction but I have no experience
> mixing that with a negative binomial model.  Can anyone weigh in on that?
>
> Much thanks!
>
> David
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