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st: heckprob and rho


From   "M. Nizam Khan" <khanm@Colorado.EDU>
To   statalist@hsphsun2.harvard.edu
Subject   st: heckprob and rho
Date   Sat, 07 Sep 2002 10:21:40 -0600 (MDT)

Hi statausers,

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.

Thnaks.

Nizam  
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