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st: Help with heckman


From   "Natalia Ferreira" <nat6672@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Help with heckman
Date   Wed, 20 Oct 2004 14:28:17 +0000

Hi everyone

  I have been trying to estimate a Heckman but I´m having problems with the
procedure implemantation in Stata. When I estimate Heckman by two different
equations: first probit (work/ not work) and than after a regress (wage)
with the mills that I got from the probit; I get different results that when
I estimate heckman twosteps with only one procedure (command "heckamn"). The
two different rotines are below, if anyone can tell me what is going wrong I
appreciate.


Thanks, Natalia

Rotine 1:
gen hheck= ln_rend
replace hhec=. if hheck==0
probit trab  rpcf2
predict phat if e(sample), xb
gen mills = exp(-0.5*phat*phat)/(sqrt(2*_pi)*normprob(phat))
reg hheck  esc exp  mills  if  e(sample)

Rotine 2:
gen hheck= ln_rend
replace hhec=. if hheck==0
heckman hheck esc exp, select (trab rpcf2) twostep

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