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st: Two-stage Heckman with a linear probability model
From
Anna Andersson <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Two-stage Heckman with a linear probability model
Date
Wed, 25 Sep 2013 20:20:38 +0000
Dear Statalisters,
I am trying to run a two-stage Heckman model with a linear probability model in the first stage instead of a probit. The goal is to apply the Olsen (1980) method. My problem is that I cannot figure out how to construct the control for selection bias once I have run the linear probability model. Has anyone tried to do this version of the Heckman model before? I would be very grateful for any suggestions.
Source: Olsen, R.J. (1980) A least squares correction for selectivity bias, Econometrica 48(7): 1815-1820
Kind regards,
Anna Andersson
Ph.D. Candidate
Lund University
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