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RE: st: Instrument Validity tests for Heckman 1979
From
"Kyrizi, Andri" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Instrument Validity tests for Heckman 1979
Date
Mon, 10 Mar 2014 18:09:19 +0000
Hello Prof Antonakis,
Thank you so much for your reply and help!
All the best,
Andri
________________________________________
From: [email protected] [[email protected]] on behalf of John Antonakis [[email protected]]
Sent: 10 March 2014 17:35
To: [email protected]
Subject: Re: st: Instrument Validity tests for Heckman 1979
Hi:
See the following (if you are talking about an overidentification test):
http://www.stata.com/statalist/archive/2010-10/msg00915.html
A -heckman- and -treatreg- (now -etregress-) basically do the same
thing, the difference being that the former has a truncated sample on y.
So, it seems to me you can use the -ltrest- as explained by Mark Schaffer.
Best,
J.
__________________________________________
John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor:
The Leadership Quarterly
Organizational Research Methods
__________________________________________
On 10.03.2014 18:06, Kyrizi, Andri wrote:
> Dear Statalisters,
>
> I would like to test the validity of my instruments after using the Heckman's (1979) two-step sample selection model. In particular I want to correct for the selectivity bias for using only employed individuals.
>
> I've searched everywhere to find a way to test them but could't find anything. I am aware that a topic on 'diagnostics for the treatreg procedure' exists but I don't think it relates to my question.
>
> I would really appreciate any guidance you could give me!
>
> Many thanks,
> Andri
>
>
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