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Nick
[email protected]
[email protected]
> 1. I am using Heckman model for selectivity. Heckman
> (1979, page 158)
> states that when the coefficient of the selection bias (that is the
> coefficient of inverse Mills' Ratio) is not statistically
> equal to zero,
> then the "standard" variance-covariance matrix leads to an
> understatement
> of true errors and overstatement of significance levels. In
> this case a
> correction is suggested by Heckman (pages 158-160). Wooldridge,
> Econometric Analysis of Cross Section and Panel Data, 2002,
> pages 139-141
> discusses the same issue and provides formulas.
>
> Is there a built in commend (program) that one can
> use for the
> correction? Has any one done this? How do I get this done?
>
> 2. Ian Watson and Ben Jann have written two commands for
> decomposition
> of wage differentials. The STATA syntaxes are decomp and
> decompose. Both
> produce various components of the decomposition, but do not perform
> statistical testing of the components. Ronald L. Oaxaca and Michael
> Ransom, Journal of Economic and Social Measurement, 1998,
> pages 55-61, show
> how to use delta method for obtaining standard errors of the
> components of
> wage differentials. Does STATA do this procedure? Has it been
> implemented yet? Has any user written a commend file for these tests?
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