[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
ZYD <yiduozh@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Why estimation in first step of two-step Heckman model is different from Probit model for selection |

Date |
Sat, 12 Mar 2005 23:51:15 -0500 |

I estimated two-step Heckman model using heckman y x1 x2, select(z1 z2) two predict mill1, mill I also estimated Probit model using probit y z1 z2 predict phat, xb gen mill2=exp(-.5*phat^2)/(sqrt(2*_pi)*normprob(phat)) why the coefficients for z1 z2 in two estimation are different in the estimating procedure? I also calculate the inverse mill's ratio (IMR) for the probit model, and not surpriingly, the two IMRs are different? Which one is more reliable when y is a binary variable? Thanks! sincerely yiduo * * 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/

- Prev by Date:
**st: Data Mining/Statistical Modeling Question** - Next by Date:
**st: RE: Why estimation in first step of two-step Heckman model is different from Probit model for selection** - Previous by thread:
**st: Data Mining/Statistical Modeling Question** - Next by thread:
**st: RE: Why estimation in first step of two-step Heckman model is different from Probit model for selection** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |