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Nick Cox
Nick Cox
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Is it possible to compare coefficients across an OLS model and a Heckman model that has the same covariates (plus the inverse Mills ratio)?

The coefficient of my main variable of interest changes when I run the Heckman model. This is to be expected as I indeed have a severe sample selection problem. What I wonder is if I could test for the statistical significance of this change. That is, can I compare the coefficients reported by the OLS and Heckman models?

I'm using STATAStata for my analysis.

Is it possible to compare coefficients across an OLS model and a Heckman model that has the same covariates (plus the inverse Mills ratio)?

The coefficient of my main variable of interest changes when I run the Heckman model. This is to be expected as I indeed have a severe sample selection problem. What I wonder is if I could test for the statistical significance of this change. That is, can I compare the coefficients reported by the OLS and Heckman models?

I'm using STATA for my analysis.

Is it possible to compare coefficients across an OLS model and a Heckman model that has the same covariates (plus the inverse Mills ratio)?

The coefficient of my main variable of interest changes when I run the Heckman model. This is to be expected as I indeed have a severe sample selection problem. What I wonder is if I could test for the statistical significance of this change. That is, can I compare the coefficients reported by the OLS and Heckman models?

I'm using Stata for my analysis.

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financial theory
financial theory
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Is it possible to compare coefficients across an OLS model and itsa Heckman counterpartmodel that has the same covariates (plus the inverse Mills ratio)? 

The coefficient of my main variable of interest changes when I run the Heckman model. This is to be expected as I indeed have a severe sample selection problem. CanWhat I somehowwonder is if I could test for the statistical significance of this change. That is, can I compare the differencecoefficients reported by the OLS and Heckman models? 

I'm using STATA for my analysis.

Is it possible to compare coefficients across an OLS model and its Heckman counterpart? The coefficient of my main variable of interest changes when I run the Heckman as I have a sample selection problem. Can I somehow test for the statistical significance of the difference? I'm using STATA for my analysis.

Is it possible to compare coefficients across an OLS model and a Heckman model that has the same covariates (plus the inverse Mills ratio)? 

The coefficient of my main variable of interest changes when I run the Heckman model. This is to be expected as I indeed have a severe sample selection problem. What I wonder is if I could test for the statistical significance of this change. That is, can I compare the coefficients reported by the OLS and Heckman models? 

I'm using STATA for my analysis.

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financial theory
financial theory
  • 191
  • 1
  • 2
  • 13