----- Original Message -----
From: "Vimalanand S. Prabhu" <[email protected]>
To: <[email protected]>
Sent: Thursday, April 24, 2003 4:19 PM
Subject: st: Re: heckman and negative binomial?
> 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 .....
>
I believe this two-stage approach will only work if the second stage is a
linear regression model.
One possible alternative is to use -gllamm- According to the Sophia
Rabe-Hesketh's notes from the 2nd Dutch & German Users' Group meeting (
http://www.stata.com/support/meeting/2dutch/abstracts.html ) the Heckman
selection model can be estimated in -gllamm- and gllamm is able to estimate
poisson models with: family(poisson) link(log).
Scott
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
