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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/

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