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st: heckprob and rho
I am trying to estimate "ever visit to health care provider" model with sample
selection. My probit equation is visit=a+xb+u1 and selection equation is
reported_sickness=c+zb+u2. In both cases, dependent variables are binary (1,0).
Variables used for identification are: smoker, ADL, use of hygenic latrine.
These variables have very low correlation with "VISIT".
I used heckprob to estimate my model. What I would like to know: When rho is
not significant, should I run a simple logit model and interpret my results
based on that? I was expecting that when rho is not significant, coefficents
and SE (of visit equation) in the simple logit procedure should not be
different from heckprob procedure. In my case, I found it different. Any
suggestion on this would be appreciated.
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