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Re: st: estout, OLS and multiple Heckman selection models


From   "Ben Jann" <[email protected]>
To   [email protected]
Subject   Re: st: estout, OLS and multiple Heckman selection models
Date   Wed, 21 Nov 2007 15:51:30 +0100

Can you show an example of what exacly you want (i.e. sketch a table
that looks like the table you have in mind; and maybe give the command
sequence that produces the models)?

It is not completely clear to me how the table should look like, but I
think the solution lies in storing models multiple times and then
tabulate different parts from the copies.
ben

On Nov 21, 2007 3:19 AM, Dimitriy V. Masterov <[email protected]> wrote:
> I am trying to compare estimates from an OLS specification and from
> two versions of the Heckman selection model (one estimated by the
> 2-step and one by MLE). I would like to get put all these in a table
> where I have OLS coefficients in the first column, the selection
> equation in the second, and the two outcome equations in the third and
> fourth. I would like to have the lambdas appear in the third and
> fourth column as if they were coefficients, and to have rho and sigma
> appear at the bottom of the fourth column with standard errors. I am
> having trouble doing this to work with estout since Stata treats
> lambda as a separate equation, and gives it its own column. I've tried
> mucking around with the keep, unstack and equation() options, but I
> can't get exactly what I want. Has anyone gotten this to work?
>
> Dimitriy
>
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