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st: how to explain Rho in heckprob


From   "Jun Xu" <mystata@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to explain Rho in heckprob
Date   Wed, 10 Mar 2004 07:25:43 -0600

Dear Listers:

I am using Stata's heckprob to estimate a heckit probit model. However, it seems there is little available out there re explaining Rho, for example, what's the meaning of Rho being positive or negative. I estimate four nested heckprob models, and as I add more variables in, the sign of Rho changes, and its significance level varies too. Any input?

Jun Xu
Department of Sociology
Indiana University at Bloomington

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