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  • Estimating ATE for Ordinal Treatment Variable in unbalanced panel data

    I am a researcher working at a complicated unbalanced panel set. I would like to bring in reference to your two papers that I am trying to use for my research problem:

    Semykina, A., & Wooldridge, J. M. (2018). Binary response panel data models with sample selection and self‐selection. Journal of Applied Econometrics, 33(2), 179-197.
    Semykina, A. (2018). Self‐employment among women: Do children matter more than we previously thought?. Journal of Applied Econometrics, 33(3), 416-434.

    My problem is peculiar in following aspects:
    1. I need to find likelihood of promotion based on taking optional 2-level qualifying tests for individuals employed at a company.
    2. I have time invariant individual characteristics as proxy for unobserved effects, but no time varying characteristics measured.
    3. Treatment variable is ordinal qualification variable that captures if an individual self selects into treatment to first level and then into second level. An individual may choose not to select into treatment or select into level-1 or select into level-2. Only those who have already achieved level-1 can select into level-2, therefore the ordinal characteristics. At any given time, individuals co-exist in level-1 and level-2 depending on when they choose to be tested for level-1 and level-2.
    4. My research problem requires capturing treatment effect over a span of 6 years on occurrence of a rare event like getting a promotion. Individuals may be promoted up to 6 times during this time period or not at all.
    I am trying to build an econometric model using your guidance from the above two anchor papers but have real difficulty in doing so because my treatment is ordinal and I need to measure effect at level-1 and level-2. Running in STATA with heckprobit is not converging to any soution.

  • #2
    May these links can help you:

    To get stata do-file for the two papers

    http://myweb.fsu.edu/asemykina/

    To get the data and do-file for a paper regarding self employment

    http://qed.econ.queensu.ca/jae/datasets/semykina003/


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    • #3
      for sample selection and convergence issues:

      https://www.statalist.org/forums/for...not-converging

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      • #4
        Thanks Amalia!

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