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Re: st: RE: -heckman-
Thanks for your reply.
I do understand that the selection equation has to include
the censored observations also in order to estimate the
hazard rate, but my question was about the 2nd stage
("outcome" equation) - that should only use the "selected"
So with that in mind, I thought the no. of obs. should only
show the no. of "selected" obs. used in the 2nd stage.
I only wanted to make sure that the no. of obs. "displayed"
includes both, "selected" and "censored" obs, and that
there's nothing wrong with my understanding.
--- Maarten Buis <M.Buis@fsw.vu.nl> wrote:
> Not only will the output tell you the number of
> observations, but also which
> were censored and which aren't. The censored cases do
> provide information
> used in estimation. Especially in estimating the
> selection equation, how could
> you estimate the effect of variables on the probability
> of being selected if you
> ignored all non-selected cases, i.e. if your data
> consists only of selected
> cases. So the censored cases shouldn't be
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z434
> +31 20 5986715
> --- Nishant Dass wrote:
> heckman Change_WRTm4 myvar $controls i1-i48 y1-y13,
> twostep select(dummym1m3 = $FIRMm4 roa_m4 roa_m5 roa_m6)
> The number of observations in this regression appears to
> around 6,000 but my "dummym1m3" (i.e., the dep. var. of
> selection equation) has only half as many 1's.
> So, my question is - does Stata report the number of 0's
> and 1's? I was expecting to see only the number of
> "selected" observations.
> * 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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