Hello everyone,

I am writing you because I am trying to run a heckman regression for testing selection bias and I have a doubt.

Is it Heckman exclusive for censored variables? I have this question because I was trying to run the regression and I had a message "Dependent variable never censored because of selection:

model would simplify to OLS regression", then I checked the stata help and I found that an example about wage include some missing values (instead of of 0s) in the dependent variable, then I create a new variable transforming 0s in missing values. The regression Works.

My dependent variable is a proportion, that takes values between 0 and 0.86 but is not censored, naturally has 0 values. The sample is N=25000 and about 8500 are 0.

Finally, I would like to ask you how do I interpret the mills lambda?

Thank you very much for your kind help.

Best regards,

Alejandro

I am writing you because I am trying to run a heckman regression for testing selection bias and I have a doubt.

Is it Heckman exclusive for censored variables? I have this question because I was trying to run the regression and I had a message "Dependent variable never censored because of selection:

model would simplify to OLS regression", then I checked the stata help and I found that an example about wage include some missing values (instead of of 0s) in the dependent variable, then I create a new variable transforming 0s in missing values. The regression Works.

My dependent variable is a proportion, that takes values between 0 and 0.86 but is not censored, naturally has 0 values. The sample is N=25000 and about 8500 are 0.

Finally, I would like to ask you how do I interpret the mills lambda?

Thank you very much for your kind help.

Best regards,

Alejandro

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