Re: st: How low can the percentage of uncensored cases be in heckprob?

[Steven Samuels <sjhsamuels@earthlink.net>]

**

I see your point, Maarten. I would guess (being out of my element  
here) that the higher the percentage of uncensored observations, the  
more resistant will results in the second equation be to  
misspecification in the first.

--Steve



On Nov 11, 2008, at 5:00 PM, Maarten buis wrote:

> --- Steven Samuels <sjhsamuels@earthlink.net> wrote:
>
> > I am not familiar with -heckprob-, but I doubt if the *percent* of
> > uncensored observations matters much.
> >
> >   -heckprob- fits two probit models.
>
> There is a bit more going on here, at the second equation you only  
> have
> information on those who where selected in the first equation, so
> having many people censored means that you loose a lot of information
> for the second equation.
>
> -- Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
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>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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