--- Joanne Marshall wrote:
> I would like to ask when i have applied heckit model to the regression, if i
> found the standard error of the particular variable (say wage in this case)
> has gone up than the standard error predicted by the OLS model, (from 0.13
> to 0.26) does this suggest there is evidence of sample selection problem in
> estimating the equation and if there is a more in depth meaning?
The standard errors in your equation of interest won't tell you whether or
not there is selection. However, -heckman- will give you a test. The bottom
line of the output will read something like:
LR test of indep. eqns. (rho = 0): chi2(1) = 0.26 Prob > chi2 = 0.6109
If that Prob > chi2 is less than .05 you can reject the hypothesis that there
is no selection.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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