As I understand the literature on the -heckman- procedure, it is
customary to have different sets of covariates for the two equations
in the two-step model, i.e. the selection equation should have an
additional covariate over the outcome equation. See "MUS" http://www.stata.com/bookstore/mus.html
, 16.6.5, page 546.
HTH
Martin
_______________________
----- Original Message ----- From: "Johanna Avato" <[email protected]
>
To: <[email protected]>
Sent: Wednesday, January 07, 2009 8:57 PM
Subject: st: Heckman specification
Does anyone know whether it is mandatory to have the same variables
in both equations in the heckman two-step procedure (plus the iv in
the selection equation) or is it possible to drop one variable from
the selection equation only? I have a model where one variable
causes major collinearity problems in the selection equation.
THanks.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/