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发帖数: 16 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: cdsdata (CDS), 信区: Statistics
标 题: Heckman two-step
发信站: BBS 未名空间站 (Sun Jan 20 10:31:48 2013, 美东)
First step: run a probit equation of participation using all the
observations. The estimates of from this probit model are then used to
construct consistent estimates of the inverse Mills ratio term.
Second step: Include the inverse Mills ratio and run the original regression
equation.
Question: do these two equations have to include the SAME control variables
(except IV)? | f***5
发帖数: 1569 | 2 no, you don't need to. this is not IV regression |
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