Heckman Selection Model
赫克曼备择模型
赫克曼二阶段备择模型
王志刚有几篇关于Heckman备择模型的文章。
select(...) specifies the variables and
options for the selection equation. It is
an integral part of specifying a
Heckman model and is required.
The selection equation should contain
at least one variable that is not in the
outcome equation.
If depvar_s is specified, it should be
coded as 0 or 1, with 0 indicating an
observation not selected and 1
indicating a selected observation. If
depvar_s is not specified, observations
for which depvar is not missing are
assumed selected, and those for which
depvar is missing are assumed not
selected.
The Stata package has two components: the
executable and the ado-files.
. update executable, force
. update ado, force
Heckman lw education age children,
select(age married children education) nolog
STATA 对大小写敏感。
Heckman lw education age children,
select(w=age married children education)
nolog
BDC
END