# AW: Re: st: AW: Question about Heckman Test

 From "Martin Weiss" To Subject AW: Re: st: AW: Question about Heckman Test Date Wed, 6 May 2009 10:48:13 +0200

<>

You probably want -normal()- there....

*************
// to replicate millsratio for twostep heckman

cap ssc inst indeplist
cap ssc inst tomata

webuse womenwk, clear
g wageseen=!missing(wage)

probit wageseen married children educ age
indeplist
tomata `r(X)'

mata
b=st_matrix("e(b)")
Z=(married, children, education, age, J(2000,1,1))
millsratio=normalden(Z*b'):/normal(Z*b')
st_store((1,2000),"matamills",millsratio)
end

heckman wage educ age, select(married children educ age) first ns(mills)
nolog two
compare mata mills
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HTH
Martin

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Gesendet: Mittwoch, 6. Mai 2009 10:44
An: statalist
Betreff: RE: Re: st: AW: Question about Heckman Test

Dear STATA List!

When I did the probit in Heckman test, the "norm" function did not work in
my STATA.
Can someone let me know how the norm function as shown below will work?

probit s age student educat goodhealth
predict p1, xb
gen phi=(1/sqrt(2*_pi))*exp(-(p1^2/2))
gen capphi=norm(p1)
gen invmills=phi/capphi

Thank you!

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