Questions tagged [heckman]

Question 1

My data comes from a travel survey in which respondents record all trips they took on a single day. I'm modelling whether some used active transport for a trip, or used any other travel mode. Each row ...

Question 2

My question has already been asked by someone on https://www.statalist.org/forums/forum/general-stata-discussion/general/1725853-different-unit-of-analysis-in-first-second-stage-with-heckman-analysis, ...

Question 3

Let's say we have two Heckman selection models. Can we correlate the residuals from the their outcome parts (since they might have different lengths)? If yes, how?

Question 4

Suppose I observe random $y_{i,1}, y_{i,2}$, and I wish to estimate the correlation between them. However, the $y_{i,j}$ are observed subject to some sample selection criterion. That is, there are ...

Question 5

What is the interpretation of inverse mills ratio in Heckman Selection Model ? Why we are including it as an explanatory variable in the OLS estimator?

Question 6

I am working on a two-part model to predict a continuous target variable $Y$, given a feature set $F$. $Y$ is product of two continuous variables - $A$ and $B$, where $A \epsilon [0, 1]$ and $B \...

Question 7

I am trying to figure out how to estimate a Type II Tobit/Heckman/heckit model in R and extract heteroskedasticity robust standard errors. It would be nice if the standard errors were robust for both ...

Question 8

I have a fixed effects regression with a highly unbalanced panel. I am recording the outcome for each day a person participates over the course of a fifteen year time frame. Individuals can enter or ...

Question 9

I am working on a field experiment where assignment to treatment vs. comparison was random, but participation uptake was not. The design is pre-post, and attrition is certainly not MCAR. This is a ...

Question 10

Any idea on how to run the Heckman correction on a complex survey data in R? I've tried doing it manually, but no success so far... For the first stage I ran the svyglm() function from the survey ...

Question 11

I am interested in MNAR (missing data not at random). In some missing data problems, we can use inverse probability of treatment weighting and MLE and multiple imputations. However, it seems those ...

Question 12

I am trying to implement heckprobit for my dataset. The one issue I am running into is that Stata does not give estimates of the effect of the endogenous binary ...

Question 13

In Stata, we are using heckprobit to address an endogeneity concern we have in our model. The model and the instrument used on the selection equation look great and ...

Question 14

I am researching the funding amounts of start-ups. I am calculating two models: ...

Question 15

I have a situation where I think I need to use a Heckman selection model to correct for endogeneity. I am interested in studying the effect of firm's market entry mode on its performance. Factors that ...

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Questions tagged [heckman]

Heckman selection model with binary outcome and hierarchical data structure in stata

Is a Heckman selection/Heckprobit analysis with different levels of analysis in 1st and 2nd stage possible?

Can we correlate the residuals from the their outcome parts in Heckman model?

Heckman correction for correlation estimates

Inverse Mills Ratio Interpretation [closed]

Two part model - using the output of first as feature to second?

Is there a method for estimating heteroskedasticity-robust standard errors for a Heckman/heckit model in R?

How do I properly run a propensity correction for a fixed-effects model in Stata?

How to accommodate endogeneity after matching?

Heckman procedure on a complex survey data in R

Does Heckman Model the only method solving MNAR?

Selection equation in Heckprobit

Including a variable in the outcome equation only with Heckman probit

Endogenous Sample Selection and Heckit Correction in relation to Research Question

Heckman selection model: probit selection & logit outcome

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