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From |
"Scott Merryman" <smerryman@kc.rr.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: Need help with Heckprob (rho) |

Date |
Thu, 24 Jul 2003 20:55:20 -0500 |

----- Original Message ----- From: Thomas Schmeling To: statalist@hsphsun2.harvard.edu Sent: Thursday, July 24, 2003 5:16 PM Subject: st: Need help with Heckprob (rho) 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 Tom, It is likely the symptom of a problem. This very problem is discussed in the manual [R]heckman, page 71. Rho is bound between -1 and 1; it is the correlation between the regression equation and the selection equation. Also, typing -findit heckman- brings up a number very good FAQ dealing various issues of the heckman model: FAQ . . . . . . . . . . . . . . . . . . Define constraints for parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Guan 11/01 How do I impose the restriction that rho is zero using the heckman command with full ml? http://www.stata.com/support/faqs/stat/constraints.html FAQ . . . . . . . . . . . . . . . Endogeneity versus sample selection bias . . . . . . . . . . . . . . . . . . . . . . . . . . . . . D. Millimet 10/01 What is the difference between 'endogeneity' and 'sample selection bias'? http://www.stata.com/support/faqs/stat/bias.html FAQ . . . . . . . . . . . . . . Determining the sample for a Heckman model . . . . . . . . . . . . . . . . . . . . . . . V. Wiggins and W. Gould 3/01 Why are observations that are noninformative about the dependent variable, but are known to be selected, excluded by heckman from the estimation sample? http://www.stata.com/support/faqs/stat/heckman.html FAQ . Computation of rho in the two-step Heckman estimator. Technical FAQ. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V. Wiggins 3/00 How are estimates of rho outside the bounds [-1,1] handled in the two-step Heckman estimator? http://www.stata.com/support/faqs/stat/twosteprho.html FAQ . Mills' ratios and censoring direction in the Heckman selection model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V. Wiggins 5/99 Why are there so many formulas for the inverse of Mills' ratio? What if I have censoring from above/below in my Heckman selection model? http://www.stata.com/support/faqs/stat/invmills.html Hope this helps, Scott * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Need help with Heckprob (rho)***From:*Thomas Schmeling <tschmeling@ric.edu>

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