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Re: st: Heckman selection model, collinearity problem
Dear Ying,
Maybe what you want is an instrumental approach rather than the pure sample
selection.
In the first-stage, instrument parttime and in the second-stage use the
fitted value of parttime in the wage regression
Joe
----- Original Message -----
From: "Frederick J. Boehmke" <[email protected]>
To: <[email protected]>
Sent: Monday, July 23, 2007 10:21 PM
Subject: Re: st: Heckman selection model, collinearity problem
If parttime is the indicator for whether an observation selects, then it
only takes on the value 1 in the regression for the selected subsample. SO
it can not be included. And it wouldn't really make sense even if it were.
Perhaps parttime is not dichotomous? Though Stata treats all values
greater than zero as positive outcomes in the selection equation.
On Wed, 18 Jul 2007, Ying Zhou wrote:
Date: Wed, 18 Jul 2007 12:47:32 +0100
From: Ying Zhou <[email protected]>
Reply-To: [email protected]
To: [email protected]
Subject: st: Heckman selection model, collinearity problem
Hi there
I am trying to do a Heckman selection model, looking at the effect of
part-time contract on wages, while controlling for selection into
part-time work. The syntax I use looks something like this heckman
logwage educ age parttime, select (parttime = married children educ age)
But the output says that parttime is dropped (from the main equation) due
to collinearity. I need to keep the part-time variable in the main
equation in order to look at its effect on wages after controlling for
selection into part-time work. Does anyone know how to solve this
problem?
Thanks,
Ying
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- Fred
Note updated contact info (effective August 01, 2007):
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