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Re: st: Re: Question re Heckman


From   Adam Przeworski <adam.przeworski@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Question re Heckman
Date   Sat, 08 Jul 2006 07:49:25 -0400

Rafa,

sorry, but it seems that I will bug you with questions.

I get invalid syntax in
scalar df = (e(df_m)+)

Moreover, while I understand the rest, this line beats me.

Thanks,

Adam

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

----- Original Message -----
From: "R.E. De Hoyos" <redeho@hotmail.com>
Date: Friday, July 7, 2006 6:47 pm
Subject: st: Re: Question re Heckman

> 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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