heckman lnwm gender educ exp nature scale gh hk exp2,select( gender educ exp hk) twostep
note: gender omitted because of collinearity
note: gender omitted because of collinearity
note: two-step estimate of rho = 2.2865901 is being truncated to 1
Heckman selection model -- two-step estimates Number of obs = 1838
(regression model with sample selection) Censored obs = 98
Uncensored obs = 1740
我看heckman twostep里面要求第一个的选择probit model 中的变量应该》=第二步的regression model 里面的变量。也就是第二步的变量集是第一步的严格子集。可是看楼主给的方程好像刚刚相反。而且我看了好多论文也是第一二步的equation不完全遵守严格子集这个基本假设。有没有大神来说一下这个问题啊?真是纠结了好久
关于补为0还是. 应该是看这个吧
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.