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On identification and estimation of Heckman models

Author

Listed:
  • Jonathan Cook

    (Oeste Corp)

  • Joon-Suk Lee
  • Noah Newberger

    (Oeste Corp)

Abstract

In this article, we present commands to enable fixing the value of the correlation between the unobservables in Heckman models. These commands can solve two practical issues. First, for situations in which a valid exclusion restriction is not available, these commands enable exploring how the results could be affected by sample-selection bias. Second, stepping through values of this correlation can verify whether the global maximum of the likelihood function has been found. We provide several commands to fit these and related models with a fixed value of the correlation between the unobservables.

Suggested Citation

  • Jonathan Cook & Joon-Suk Lee & Noah Newberger, 2021. "On identification and estimation of Heckman models," Stata Journal, StataCorp LP, vol. 21(4), pages 972-998, December.
    • Handle: RePEc:tsj:stataj:v:21:y:2021:i:4:p:972-998
    DOI: 10.1177/1536867X211063149
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    Cited by:

    1. David Boto-García & Marta Escalonilla, 2022. "University education, mismatched jobs: are there gender differences in the drivers of overeducation?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 39(3), pages 861-902, October.
    2. Yuxuan Xu & Jie Lyu & Ying Xue & Hongbin Liu, 2022. "Intentions of Farmers to Renew Productive Agricultural Service Contracts Using the Theory of Planned Behavior: An Empirical Study in Northeastern China," Agriculture, MDPI, vol. 12(9), pages 1-21, September.

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