Estimating the Heckman two-step procedure to control for selection ias with SPSS.docVIP

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Estimating the Heckman two-step procedure to control for selection ias with SPSS.doc

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Estimating the Heckman two-step procedure to control for selection bias with SPSS Jeroen Smits (http://home.planet.nl/~smits.jeroen) September 2003 This paper shortly discusses two main forms of the selection bias problem and a method which in a number of cases can be used to control for this kind of bias: the Heckman two-step procedure. After this, detailed instructions are given about how the Heckman procedure can be applied using the statistical package SPSS. 1. Introduction Many statistical software packages like SAS, STATA, or LIMDEP offer the possibility to use the Heckman two-step procedure to control for selection bias (although the possibilities in these packages sometimes are rather limited). However in SPSS, the statistical package which is widely used by social researchers, no procedure for applying this method is available. That does not mean that it is completely impossible to apply this method with SPSS. With some additional computations, the SPSS procedures PROBIT or LOGISTIC REGRESSION can be used to construct a Heckman selection bias control factor. This control factor, then, can be added to an OLS regression analysis in which selection bias is a problem, to produce unbiased parameter estimates. To get also correct standard errors for these parameters, another step can be taken in which a WLS regression analysis is performed using weights constructed on the basis of the outcomes of the earlier steps. This paper gives detailed instructions on how this can be done. 1.1 Selection bias There are basically two versions of the selection bias problem. In the standard case of selection bias, information on the dependent variable for part of the respondents is missing. For example, if we want to estimate the effect of education of women on their income, we meet the problem that many women are not engaged in paid work and hence have no income. If a substantial part of these nonemployed women has no job because their returns to education were relatively low