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st: Heckman with second stage Probit (i.e., Heckprob) and inverse of Mills' Ratio


From   Ed Levitas <levitas@uwm.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Heckman with second stage Probit (i.e., Heckprob) and inverse of Mills' Ratio
Date   Mon, 1 Nov 2004 08:34:26 -0600

Statalisters,

We are trying to estimate a Heckman Selection model where the second stage
involves a dichotomous dependent variable (i.e, we are using the HECKPROB
procedure).  We would like to output the inverse Mills' ratios created in
the 1st stage but the Stata manual does not list a macro in which these are
saved (these are saved in e(mills) in the HECKMAN procedure).

Does any know how to output these after the HECKPROB procedure?  Or, given
the second stage probit, is the Inverse Mills not applicable ?  if not
applicable, what "selection adjustment" factor from the 1st stage is used in
the second stage (any suggested citations would be greatly appreciated)?

Thanks
Ed


****************************************
Edward Levitas, PhD
Associate Professor
School of Business Administration
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957
levitas@uwm.edu

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