RE: st: Instrument Validity tests for Heckman 1979

["Kyrizi, Andri" <ak196@leicester.ac.uk>]

Dear all,

In regards to yesterday's question and answer, 
 
Does anyone know if I could use a two step heckman approach instead of the treatreg approach? 
And test it using the -ltrest-? 
 
Would that still be correct?

All the best,
Andri 

________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Kyrizi, Andri [ak196@leicester.ac.uk]
Sent: 10 March 2014 18:09
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Instrument Validity tests for Heckman 1979

Hello Prof Antonakis,

Thank you so much for your reply and help!

All the best,
Andri
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of John Antonakis [John.Antonakis@unil.ch]
Sent: 10 March 2014 17:35
To: statalist@hsphsun2.harvard.edu
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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