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Causal inference with sample selection

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  • David M. Drukker

    (StataCorp LP)

Abstract

I discuss how to use Stata 15’s extended regression model (ERM) commands to estimate average causal effects when the outcome is censored or when the sample is endogenously selected. I also discuss how to use these commands to estimate causal effects in the presence of endogenous explanatory variables, which these commands also accommodate.

Suggested Citation

  • David M. Drukker, 2017. "Causal inference with sample selection," United Kingdom Stata Users' Group Meetings 2017 19, Stata Users Group.
    • Handle: RePEc:boc:usug17:19
    as

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    References listed on IDEAS

    as
    1. Jeffrey M Wooldridge, 2010. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262232588, December.
    2. Wooldridge, Jeffrey M., 2005. "Violating Ignorability Of Treatment By Controlling For Too Many Factors," Econometric Theory, Cambridge University Press, vol. 21(5), pages 1026-1028, October.
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