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


From   "Dimitriy V. Masterov" <dvmaster@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estout, OLS and multiple Heckman selection models
Date   Wed, 21 Nov 2007 15:19:41 -0500

Here's an example of some nonsensical code:

#delimit;
use auto, clear;
reg price mpg;
est store ols, title(OLS);
heckman price mpg, select(foreign = mpg trunk weight length) twostep;
est store ss2step, title(2-Step);
heckman price mpg, select(foreign = mpg trunk weight length);
est store ssmle, title(MLE);
estout ols ss2step ssmle using est.tex, style(tex) cells(b(star
fmt(%12.3f) vacant(-)) se(par fmt(%12.3f) vacant(-))) unstack label
replace collabels(, none)
varlabels(_cons Constant ) starlevels(* 0.10 ** 0.05 *** 0.01)
drop(athrho: lnsigma:);


Here's the output:
                    &         OLS   &      2-Step   &               &
             &         MLE   &               \\
                    &           _   &       Price   &    Car type   &
     mills   &       Price   &    Car type   \\
Mileage (mpg)       &    -238.894***&    -240.659** &      -0.104** &
             &    -272.494***&      -0.145***\\
                    &    (53.077)   &   (119.333)   &     (0.052)   &
             &    (74.468)   &     (0.048)   \\
Trunk space (cu. ft.)&               &               &       0.016   &
              &               &      -0.039   \\
                    &               &               &     (0.065)   &
             &               &     (0.062)   \\
Weight (lbs.)       &               &               &      -0.002** &
             &               &      -0.003** \\
                    &               &               &     (0.001)   &
             &               &     (0.001)   \\
Length (in.)        &               &               &      -0.003   &
             &               &      -0.008   \\
                    &               &               &     (0.034)   &
             &               &     (0.037)   \\
lambda              &               &               &               &
  3886.502***&               &               \\
                    &               &               &               &
(1485.568)   &               &               \\
Constant            &   11253.061***&    9691.184***&       8.537** &
             &   11805.390***&      11.720** \\
                    &  (1170.813)   &  (3454.182)   &     (4.346)   &
             &  (1921.850)   &     (4.697)   \\

I would like lambda estimate from the mills collumn to be part of the
price equation for the 2-Step, and for the MLE price column to have
the lambda, rho and sigma estimates with their std. errors.
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