请问现在比较OLS和heckit的回归结果treatment effect
数据如下
对OLS回归
. reg reg re78 treat age education black hispanic married nodegree re75
处理效应是806
对heckit是
replace re78= . if re78==0
heckman re78 treat age education black hispanic married nodegree re75 , select (treat age education black hispanic married nodegree re75 ) twostep
处理效应是-33
为啥结果差这么多?
OLS不是一般会低估处理效应吗,为啥还比heckit高?
如能帮助,多谢多谢鞠躬谢!