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| From | xueliansharon <xuelianstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: heckman correction with endogenous variables included |
| Date | Mon, 7 Mar 2011 17:08:49 -0800 (PST) |
Dear all, I want to estimate a wage equation (wage=x'b+u), and I want to use Heckman correction procedure to correct for sample selection bias since only working persons' wages are observed. However, the x's in the wage equation include two endogenous variables x1 and x2, and I want to employ instruments I1 and I2 (here, I1 is the IV for x1, I2 is the IV for x2) to address the endogeneity problem. But I don't know how to employ instrumental technique and Heckman correction simultaneously. Could anybody tell me how to solve this problem? Thanks in advance. Best, Sharon -- View this message in context: http://statalist.1588530.n2.nabble.com/heckman-correction-with-endogenous-variables-included-tp6099761p6099761.html Sent from the Statalist mailing list archive at Nabble.com. * * 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/