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Re: st: intreg with control for sample selection and endogeneity bias
From
"Justina Fischer" <[email protected]>
To
[email protected]
Subject
Re: st: intreg with control for sample selection and endogeneity bias
Date
Tue, 30 Oct 2012 00:09:06 +0100
Hi Francesco
when pursuing Thierry's suggesion do not forget to get the standard errors of the intreg regression right; I think bootstrapping is the easiest.
In general, make sure that the statistical assumptions of both stages are met since they are important for identification and consistency.
Justina
-------- Original-Nachricht --------
> Datum: Mon, 29 Oct 2012 23:12:45 +0100
> Von: urbain thierry YOGO <[email protected]>
> An: [email protected]
> Betreff: Re: st: intreg with control for sample selection and endogeneity bias
> hi
> i think you can deal with the sample selection as usual : you estimate
> an equation of labor market participation, you recover the predicted
> value p and you compute the inverse Mills ratio as follow:
> gen pdfp1=normalden(p1)
> gen cdfp1=normprob(p1)
> gen IMR=pdfp1/cdfp1
> finally, you insert IMR in the wage equation.
>
> 2012/10/29, Francesco Pastore <[email protected]>:
> > Hi, All,
> > I would like to ask to the statalist the following question:
> >
> > I am estimating a wage equation to see the impact of overeducation on
> > earnings of a sample of graduates observed 5 years after getting their
> > degree. The dependent variable is defined as an interval data: people
> are
> > asked to say to which class of earnings does their income belong to,
> rather
> > than a precise value. In this case, I should use the intreg command. One
> > problem is that these types of cross-section estimates are plagued by
> > sample
> > selection and endogeneity bias. Does anybody know how to deal with it in
> > the
> > contest of interval regressions? Is there any routine available in
> Stata?
> >
> > Best regards
> > Francesco
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/faqs/resources/statalist-faq/
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> --
> *Urbain Thierry YOGO
> Ph.D candidate in Economics*
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
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> * http://www.ats.ucla.edu/stat/stata/
*
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