Friday, January 06, 2006

st: Heckman Selection Variables

Dear Statalisters,

In selecting variables to use in the selection equation of a heckman model, what do I need to look out for?

Are the restrictions as strict as in instrumental variables estimations? Is it enough that the variables are significant in the selection equation, but not significant when added to the main regression of interest? I do not see people reporting any tests in other papers I have, as they frequently do with IV-regressions.

Thank you for your time. Tinna

PS. This question has be asked twice before on Statalist (once by me and once by another user). It didn't get any answers either time, but someone has to know. Sorry about the redundancy.

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