[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Thomas Schmeling <tschmeling@ric.edu> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 1 Aug 2003 13:19:09 -0400 |

Scott, I just wanted to say thanks for your help with the question I posted to the stata list. Tom >----- 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/ -------------------------- Dept. of Political Science Rhode Island College 600 Mount Pleasant Ave. Providence, RI 02908 Phone: (401) 456-8722 * * 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/

- Prev by Date:
**st: weighted average** - Next by Date:
**st: not repeating the 'if' command** - Previous by thread:
**st: weighted average** - Next by thread:
**st: not repeating the 'if' command** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |