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Re: st: RE: Interval Regression Heckman
From
"Bernini, Michele" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: Interval Regression Heckman
Date
Tue, 28 Feb 2012 08:45:57 +0100
Thanks a lot David!
Michele
On 28 Feb 2012, at 08:35, David Roodman ([email protected]) wrote:
> My -cmp- program should be able to do this. The syntax would be something like
>
> cmp setup
> cmp (y_low y_high = x1 x2) (selectvar = x1 z1), indicators(selectvar*$cmp_intreg $cmp_probit)
> predict mills, eq(selectvar)
>
> where selectvar is a dummy indicator for the selected sample.
>
> Type "findit cmp" to find the program.
>
> --David
>
> David Roodman
> Senior Fellow
> 1800 Massachusetts Ave. NW
> 3rd floor
> Washington, DC 20036
> Center for Global Development
> Independent Research and Practical Ideas for Global Prosperity
>
> Phone: 1 202 416-4023
> http://blogs.cgdev.org/open_book
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Bernini, Michele
> Sent: Tuesday, February 28, 2012 8:15 AM
> To: [email protected]
> Subject: st: Interval Regression Heckman
>
> Dear Statalisters,
>
> does Stata allow using the Heckman procedure with an Interval regression in the second step? Shall I include the Mills ratio manually in the Interval regression after estimating the selection model?
>
> Thanks for your help,
> Michele
>
>
>
>
> Michele Bernini
> Phd Candidate
> School of International Studies (SIS)
> University of Trento
> Via Verdi, 8/10
> I-38122 Trento
> Italy
>
> Tel. +39 3491831687
>
>
>
>
>
> *
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>
> *
> * For searches and help try:
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Michele Bernini
Phd Candidate
School of International Studies (SIS)
University of Trento
Via Verdi, 8/10
I-38122 Trento
Italy
Tel. +39 3491831687
*
* 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/