Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: heckprob questions


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: heckprob questions
Date   Wed, 12 Nov 2003 22:19:17 -0000

I don't have specific answers to this question, 
but there is some generic handwaving on R-sq at 

http://www.stata.com/support/faqs/stat/rsquared.html

After that was posted, there was a Statalist thread on R-square
with many extra pieces of advice. (Some were: Don't 
take R-sq too seriously.) 

Nick 
n.j.cox@durham.ac.uk 

Jun Xu
> 
> Again, related to the heckprob (Heckman probit selection) command,
> 
> 3. Again, how to get a scalar measure of the heckprob model 
> (like R-square). 
> I posted this question days ago. The real problem is that, 
> for example, if I 
> want to use McFadden's R2, what's the null model (the null 
> model with two 
> intercepts only for both the main and selection equations 
> will not be 
> estimated, or shoudl I use the null model when the 
> selection process is 
> fully specified, while only have an intercept for the main 
> model?). 
*
*   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/



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