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Re: st: -heckman-
Hi,
According to Wooldridge (2002) Econometric analysis of x-section and panel data
you must have at least one variable in the selection model that is not included
in the y-equation. This variable(-s) is supposed to affect z but not y.
So, X and W do not have to be completely distinct.
Philip Fridborn
Citerar Nishant Dass <[email protected]>:
> Dear list-members,
>
> If I have the following Heckman selection model:
>
> y = a + b.X + e (2nd stage)
> z = c + d.W + u (selection equation)
>
> Would you know whether X and W have to be completely
> distinct?
>
> I thought they ought to be distinct but I have seen some
> papers that use variables that are common to both X and W.
>
>
> Does anyone have a good answer or know of a definitive
> source on this?
>
> Thanks for your suggestions.
>
> Nishant
>
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