Stata - How to Estimate a Heckman Selection Model

Welcome to my classroom!
This video is part of my Stata series. A series where I help you learn how to use Stata. In this video, we take a look at how to estimate a Heckman selection model.

Note: What I show here is my take on the topic. I would be happy to receive comments!

Useful links:

[SamparnaMittra]

so lucid! this was a huge help thank you

[elniccs]

Great explanation. It was really clear and easy to understand. Thanks!!

[ancestralfire]

I'm a PhD candidate in spain and was recommended this correction in one of my papers, thank you for explaining it in a simple way to understand better

[yannishen]

Thank you very much! It's really useful!!

[highfisch]

Thanks Steffen, this was already super helpful! You mention at 9:08 that the exclusion restriction variables should not be strongly correlated with the IMR. However, i am working with a paper that mentions that there should not be a significant correlation between the exclusion restriction variable and the dependent variable of the second stage (the paper is Brauer, Wiersema and Binder 2023).
In my case I find that my potential exclusion restriction variable is a significant in the probit model (so it would be a potential candidate), but I also find that it has a low, but significant correlation with the DV of the second stage (-0, 1; p-value < 0, 001).
What is your opinion on this criterium? Is it still a viable candidate if the correlation with the IMR is low?

[YasarArafath-sk]

this has been extremely useful, thank you very much! The regression model I'm running is a multinomial logistic regression for the outcome model. If so, are all the steps same except the last one where it has to be specified mreg instead of reg? Would really appreciate any help.

[robertneuhaus]

Hey thank you so much. That really clarified a lot for me. One question: At 8:59 you talk about a paper recommending using a correlation matrix for imr and the exclusive restriction variables. Could you provide the citation? Would be really helpful and thanks again

[mina.vibes_]

Do you have any tutorial video about estimate tobit model in STATA
I couldn’t find it

[ShawnaGuttman]

Hi there, thank you for such a comprehensive explanation. I am working through a selection issue in my dissertation where I compare the use of a dietary tool between two populations. My outcome is the use of the dietary tool contingent upon being aware of the tool. I want to apply the heckman model. Am I able to do this with a logistic regression with race-ethnicity as my predictor and use of the dietary tool as my outcome?

[MrAbrahamdelpozo]

Hi, what can I do if I have different datasets? one with wages and gender and other one with all the vars to calculate de Probability of being employeee. Idk how to merge it since there is no a common id var

[IkennaNnabue]

Thank you very much. with this video, my first challenge is settled. Please my second challenge is multinomial endogenous switching regression. Do you know how to perform it in stata?

[RonakMaheshwari-pslo]

Hi! What should i do in case my selection equation is a multonomial model?