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st: Re: Question re Heckman


From   "R.E. De Hoyos" <redeho@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Question re Heckman
Date   Fri, 7 Jul 2006 18:47:58 -0400

Adam,

Yes they do. To eliminate them, you can either create a vector of coefficients without the Mills' parameter:

After heckman, type
mat B = e(b)
scalar df = (e(df_m)+)
mat coef = b(1,1..df)
mat score nomills = coef


Alternatively you can compute the Mills with option -mills-, predict xb, use the parameter of the Mills' ratio to multiply it by the value of the Mills and finally subtract it from the xb prediction.

I hope this helps,
Rafa
________________________
Rafael E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK
www.econ.cam.ac.uk/phd/red29/





----- Original Message ----- From: "Adam Przeworski" <adam.przeworski@nyu.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, July 07, 2006 10:10 AM
Subject: st: Question re Heckman



Does anyone know whether HECKMAN predict, xb included the values of the
Mill ratio in the predicted values? If yes, how to eliminate it?

Adam Przeworski
Carroll and Milton Petrie Professor
Department of Politics
New York University
726 Broadway, Room 722
New York, NY 10003
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