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st: svy heckman


From   "Simona Valmori" <valmori@spbo.unibo.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: svy heckman
Date   Thu, 3 May 2007 17:29:20 +0200

Hello,
Iím working with survey data on gender wage gap. Iím using the Ėsvy heckman 
command, and I have a few questions about the table results:
 
. svy, subpop(female_wa): heckman l_sal_hh (age age2 annť Anjouan Moheli tenu 
tenu2 j2 j3 j_ic1 j_ic2 j_ic4 j_ic5 j_ic6 j_ic7 j_ic8 j_ic9), select
(female_occ= mariť div_al age age2 enfant petit_enf annť Anjouan Moheli)
(running heckman on estimation sample)
 
Survey: Heckman selection model
(regression model with sample selection)
 
Number of strata   =        39                  Number of obs      =      1279
Number of PSUs     =       235                  Population size    = 1286.6096
                                                Subpop. no. of obs =      1279
                                                Subpop. size       = 1286.6096
                                                Design df          =       196
                                                F(  13,    184)    =      9.78
                                                Prob > F           =    0.0000
 
------------------------------------------------------------------------------
             |             Linearized
             |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
l_sal_hh     |
         age |   .1101913   .0493778     2.23   0.027     .0128114    .2075712
        age2 |  -.0012217   .0005834    -2.09   0.038    -.0023721   -.0000712
        annť |   .0520723   .0143236     3.64   0.000     .0238241    .0803204
     Anjouan |  -.4293305   .2504069    -1.71   0.088    -.9231683    .0645072
      Moheli |  -.2388212   .4117271    -0.58   0.563    -1.050805    .5731628
        tenu |  -.0371975   .0156338    -2.38   0.018    -.0680294   -.0063655
       tenu2 |   .0006744   .0003458     1.95   0.053    -7.62e-06    .0013565
          j2 |   .3377395   .2004205     1.69   0.094    -.0575181     .732997
          j3 |  -1.055494   .2755172    -3.83   0.000    -1.598853   -.5121351
       j_ic1 |  -.2870217    .369338    -0.78   0.438    -1.015408    .4413649
       j_ic6 |  -.6692002   .2673029    -2.50   0.013    -1.196359   -.1420411
       j_ic7 |  -.4322412   .5570624    -0.78   0.439    -1.530847    .6663644
       j_ic8 |   .8934904   .3282775     2.72   0.007     .2460809      1.5409
       _cons |   3.460765   1.449311     2.39   0.018     .6025192    6.319011
-------------+----------------------------------------------------------------
female_occ   |
       mariť |   .4152705   .1017979     4.08   0.000     .2145107    .6160304
      div_al |   .5282157   .1170667     4.51   0.000     .2973437    .7590877
         age |   .1395835   .0142417     9.80   0.000     .1114969    .1676702
        age2 |  -.0015931   .0001727    -9.22   0.000    -.0019336   -.0012525
      enfant |  -.1089602    .109321    -1.00   0.320    -.3245566    .1066363
        annť |   .0268743   .0070822     3.79   0.000     .0129072    .0408413
     Anjouan |   .5052863   .0800422     6.31   0.000     .3474318    .6631408
      Moheli |   .4272753   .0948179     4.51   0.000      .240281    .6142697
       _cons |   -3.91348   .2445608   -16.00   0.000    -4.395789   -3.431172
-------------+----------------------------------------------------------------
     /athrho |   .1203687   .3113549     0.39   0.699    -.4936671    .7344045
    /lnsigma |   .2539956   .0424076     5.99   0.000     .1703618    .3376295
-------------+----------------------------------------------------------------
         rho |   .1197907    .306887                     -.4571221    .6257526
       sigma |   1.289166   .0546705                      1.185734    1.401621
      lambda |   .1544301   .3957444                     -.6260337     .934894
------------------------------------------------------------------------------
 
 
- I donít know how to interpret the significance of  the coefficient of 
lambda, sigma and rho. In the heckman command without svy, STATA provides a 
LR test of independent equation (rho=0), in the bottom line. 
-          But in the case with Ėsvy command,  there is no test and I do not 
know how to evaluate if there is sample selection or not.
 
- About normality: the consistency of the Heckman model should depend on the 
assumption of normality. I looked for some tests on residuals, but in the Ė
svy heckman post estimation command I canít find any (It looks like the 
command predict residuals is not allowed). How can I test for normality in 
this case?
  
- About -svy: how do I interpret the design effect (196)? 
 
Thank you very much for your attention.
 
Simona



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