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st: comparison of "heckman" and "tobit" outputs


From   "Takako Yuki" <yuki@ip.rcast.u-tokyo.ac.jp>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: comparison of "heckman" and "tobit" outputs
Date   Mon, 5 Apr 2004 23:07:17 +0900

Dear everyone: 

I  would like to know, with STATA commands, whether Tobit TYPE-I and
Type-II (i.e., heckman selection model) will provide the same estimation
results if in the Type-II the regression equation has the same set of
variables with the selection equation.  For example, as described below,
I compared the means of predicted wages with "tobit" command for TYPE I
and "heckman" command for Type II.  However, they provide the different
results. 
I would appreciate if anyone can tell me: whether my understanding for
the relation between Tobit TYPE I and TYPE II is wrong, or whether the
following STATA commands are wrong for my purpose.  If the latter is the
case, could you also tell me how to do? 

.use http://stata-press.com/data/r8/womenwk
(a) For Type I 
.gen wage1=0
.replace wage1=wage if wage~=.
.tobit wage1 educ age, ll(0)
. predict yhatwage1
. sum yhatwage1

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
   yhatwage1 |      2000    12.70266    6.876089  -.4998228   34.74677

(b) For Type II
.heckman wage educ age, select (educ age)
. predict yhatwage
. sum wage yhatwage
    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
        wage |      1343    23.69217    6.305374    5.88497   45.80979
    yhatwage |      2000    20.93415    3.953325   14.20508   33.01097


Thank you very much for any help. 

Takako Yuki 

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