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st: heckprob


From   Celia Vera <veracelia@ymail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: heckprob
Date   Wed, 25 Nov 2009 15:25:55 -0800 (PST)

Hi statalisters

I am estimating a model with sample selection and the helpfile for heckprob says that the selection equation should contain at least one variable that is not in the outcome equation.
However, when I include the same variables in both the outcome and selection equation, i get significant results. 
Is my model not consistent by including the same variables?
Your help is appreciated.

Celia





----- Original Message ----
> From: Austin Nichols <austinnichols@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Sent: Wed, November 25, 2009 3:13:20 PM
> Subject: Re: st: RE: Retrieving statistics after pstest to use with estout
> 
> Probably you just want one omnibus measure of balance (an F stat) but try out:
> 
> u http://pped.org/lalonde.dta, clear
> g age2=age^2
> g ed2=educ^2
> qui psmatch2 t age age2 educ ed2 re74
> pstest age age2 educ ed2 re74
> * test joint equality of all means
> preserve
> keep if _w<.
> expand _w
> qui reg t age age2 educ ed2 re74
> di e(F)
> qui hotelling age age2 educ ed2 re74, by(t)
> di (r(N)-r(k)-1)/(r(N)-2)/r(k)*r(T2)
> * or test vars one by one
> foreach v in age age2 educ ed2 re74 {
> qui ttest `v', by(t)
> di "`v' p-value:" r(p)
> }
> restore
> * or test one by one with paired data
> sort _id
> foreach v in age age2 educ ed2 re74 {
> qui g C`v'=`v'[_n1]
> qui ttest `v'=C`v'
> di "`v' p-value:" r(p)
> }
> 
> On Wed, Nov 25, 2009 at 2:50 PM, Martin Weiss wrote:
> >
> > <>
> >
> > It is easy to -display- the call to the estimation command that -eststo-
> > picks up and -esttab- displays. Taking the example at
> > http://cameron.econ.ucdavis.edu/mmabook/mmaprograms.html:
> >
> >
> > *******
> > u http://cameron.econ.ucdavis.edu/mmabook/nswpsid.dta, clear
> >
> > psmatch2 TREAT  AGE AGESQ EDUC EDUCSQ
> >
> > eststo psttest: pstest AGE AGESQ EDUC EDUCSQ,  /*
> >  */ sum t(TREAT)
> > esttab psttest
> >
> > di in r "`e(cmdline)'"
> > *******
> >
> > The only difficulty here is the temporary variable that they condition on...
> >
> >
> > The return list from -pstest- contains only -scalar-s, so you would have to
> > -trace- the command to see how you can replicate the calculation of your
> > desired results...
> >
> >
> > HTH
> > Martin
> >
> >
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Peer Skov
> > Sent: Mittwoch, 25. November 2009 19:12
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Retrieving statistics after pstest to use with estout
> >
> > Dear listers,
> > After running a psmatch2 estimation I use pstest to assess the balancing. I
> > would like to set-up an .rtf table showing these t-statistics and the
> > achieved percentage bias reduction for each variable. To avoid copy-typing I
> > usually use estout/esttab, however, I haven't been able to reproduce an .rtf
> > table holding my desired statistics.
> >
> > So far I have tried the following:
> > eststo psttest: pstest [varlist], sum t(d)
> > esttab pstest
> > That gave me the coeff. and t-stats from (what I think is) a probit on
> > treatment status on the matched sample.
> >
> > Additionally I have tried using [return] after pstest, my idea was to
> > combine it with estadd. But as far as I can tell [return] did not have
> > variable specific statistics.
> >
> > As the paper is still in version 1 and we balance on 46 variables and
> > examine outcomes for 3 different treatments stata generated tables is
> > considerable time-saving as well as error minimizing. Therefore, I will be
> > thankful for all suggestions!
> >
> > Best,
> > Peer.
> 
> *
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> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/



      

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