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st: Need help with Heckprob (rho)


From   Thomas Schmeling <tschmeling@ric.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Need help with Heckprob (rho)
Date   Thu, 24 Jul 2003 18:16:00 -0400

Hello,

I'm new to stata, new to this list, and at the limit of my training with regard to these techniques, but hope someone can lend a hand.

I've run Heckprob and am having trouble interpreting the results, which I've pasted in below. The coefficients all look right, but RHO has me terribly puzzled. Can it actually be 1, or is this a symptom of a problem? Given the std. err. of Rho, how can the confidence interval be -1 to 1? I'll note that I had to use the "difficult" option, as this model generated a lot of "not concave" messages. Also, I have no idea how to interpret /athrho, and can't find a word of explanation in the documentation. Any pointers?
Thanks,
Tom Schmeling



Probit model with sample selection Number of obs = 1592
Censored obs = 1537
Uncensored obs = 55

Wald chi2(3) = 220.47
Log likelihood = -255.6258 Prob > chi2 = 0.0000

------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ctallow |
prenat | .3497772 .076645 4.56 0.000 .1995557 .4999987
negprec | -.3912559 .1384237 -2.83 0.005 -.6625613 -.1199505
cuma | .0151733 .0070801 2.14 0.032 .0012966 .02905
_cons | -2.25036 .132718 -16.96 0.000 -2.510482 -1.990237
-------------+----------------------------------------------------------------
anycase |
negprec | -.4459885 .1281523 -3.48 0.000 -.6971624 -.1948147
yrsofpre | -.0177743 .0094776 -1.88 0.061 -.03635 .0008014
cuma | .0438021 .0236192 1.85 0.064 -.0024907 .0900948
logpop | .5996745 .1005904 5.96 0.000 .402521 .7968281
year1 | -.0148024 .0169564 -0.87 0.383 -.0480364 .0184316
_cons | -5.053822 1.206477 -4.19 0.000 -7.418472 -2.689171
-------------+----------------------------------------------------------------
/athrho | 11.62408 224.1089 0.05 0.959 -427.6213 450.8695
-------------+----------------------------------------------------------------
rho | 1 7.18e-08 -1 1
------------------------------------------------------------------------------
LR test of indep. eqns. (rho = 0): chi2(1) = 11.16 Prob > chi2 = 0.0008
------------------------------------------------------------------------------
--------------------------
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Rhode Island College
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