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Re: st: switching regression model


From   "Renzo Comolli" <[email protected]>
To   <[email protected]>
Subject   Re: st: switching regression model
Date   Mon, 27 Sep 2004 23:07:13 -0400

Dear Mike,

I wrote what I understand in 
http://www.stata.com/statalist/archive/2004-09/msg00562.html
And I would be thrilled if more knowlegeable people were to add their voice.

Based on the explanation there, you *must* put x1 in the selection equation
too

heckman y x1, select (mover=x2 x1) twostep
gen stayer=1-mover
heckman y x1, select (stayer=x2 x1) twostep

Renzo


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*From   "Michael Johnson" <[email protected]> 
To   [email protected] 
Subject   st: switching regression model 
Date   Sun, 26 Sep 2004 19:26:48 -0500 

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Dear lister:

Do you think it is correct to do the switching model as follows (take
mover-stayer for example):

heckman y x1, select (mover=x2) twostep
gen stayer=1-mover
heckman y x1, select (stayer=x2) twostep

Thanks a lot

Mike



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