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RE: st: Re: st: Re: st: Re: st: Re: st: RE: Truncated sample or Heckman selection
From
Ebru Ozturk <[email protected]>
To
<[email protected]>
Subject
RE: st: Re: st: Re: st: Re: st: Re: st: RE: Truncated sample or Heckman selection
Date
Fri, 5 Oct 2012 17:29:25 +0300
My question was whether I should use Heckman sample selection as I restricted my sample to innovating firms only.
After discussing with you, I also confused as I said before many papers used tobit regression and did Heckman correction and never seen fractional logit model in these papers such as Grimpe & Kaiser, (2010); Cassiman & Veugelers, (2006).
These papers are saying that, the data is left censored as it includes many zeros. Also when I search for fractional logit model it says it is bounded between 0 and 1 but my dependent variable includes for instance, 0, 11, 13, 15, 25 values and so on.
Maybe I am not very good at statistics but when I read papers they use tobit regression. Whey then?
Ebru
----------------------------------------
> Date: Fri, 5 Oct 2012 15:02:22 +0200
> Subject: st: Re: st: Re: st: Re: st: Re: st: RE: Truncated sample or Heckman selection
> From: [email protected]
> To: [email protected]
>
> On Fri, Oct 5, 2012 at 1:53 PM, Ebru Ozturk <[email protected]> wrote:
> > I think there is a misunderstanding here. Yes, I have valid and meaningful values on my explanatory variables but when I restrict the sample to innovating firms. By restricting the sample I just exclude the firms that no activity toward innovation at all which I am not interested in them. So, in the restricted sample I can also observe Xs for 0s as my dependent variables are radical and incremental innovation.
> >
> > I hope it is clear now.
>
> Now I really don't understand your problem: Is it that you have a
> dependent variable that is a proportion and some of these proportions
> are 0? Than just use a fractional logit model (just -glm- with the
> -link(logit)- and the -vce(robust)- options). For such problems
> neither -tobit- nor -heckman- are appropriate nor is there any
> truncation going on.
>
> -- Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
>
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