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st: heckprob dropping observations


From   "Carlena Ficano" <FicanoC@hartwick.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: heckprob dropping observations
Date   Fri, 12 Feb 2010 18:45:20 -0500

I am running a heckprob model (code and results pasted below), and the
routine appears to be dropping 2 observations from the dataset for reasons
that I cannot trace.  I have been pouring through my data to see where I
might have missing values generating the problem, but I find none in the
first stage.

 

Specifically, I have 890 complete observations for all variables from the
first stage of the equation ("ret_12") and 785 complete observations for all
variables from the second stage of the equation ("ret_23").  To check this,
I ran a simple probit of the first stage and indeed all 890 observations
were included (again, code and results pasted below).

 

Has anyone else ever encountered such a problem, or am I missing something
simple?

 

Thanks-

 

Carli 

 

Code for heckprob:

heckprob ret_23 

hs_gradrate_2 missingrate_2  

apunder3 pubhs_2 micro smtown rural ismale_1 white_1 

busa_2 socsci_2 sci_2 nurs_2 unde_2 tot_cred_2 avadvmax avarat_2 avaratsq_2
athl_12r kav_cls_ar_2

need_2 aid_2 

gpa2hat, 

sel(ret_12= 

hs_gradrate_1 missingrate_1 

apunder3 pubhs_1 micro smtown rural ismale_1 white_1  

busa_1 socsci_1 sci_1 nurs_1 unde_1 tot_cred_1 advmax_1 arat_1 aratsq_1
athl_1r kav_cls_ar_1

need_1 aid_1 

gpa1hat) noskip;

 

Results:

Probit model with sample selection              Number of obs      =
888

                                                Censored obs       =
103

                                                Uncensored obs     =
785

 

                                                LR chi2(23)        =
62.46

Log likelihood = -584.4424                      Prob > chi2        =
0.0000

 

----------------------------------------------------------------------------
--

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]

-------------+--------------------------------------------------------------
--

ret_23       |

hs_gradrat~2 |   .0013958   .0034865     0.40   0.689    -.0054377
.0082292

missingrat~2 |   .2427822   .2236769     1.09   0.278    -.1956166
.6811809

    apunder3 |   .4432644   .1936606     2.29   0.022     .0636965
.8228322

     pubhs_2 |   .0973154   .1692737     0.57   0.565    -.2344551
.4290858

       micro |  -.0359948   .2012836    -0.18   0.858    -.4305033
.3585138

      smtown |   .5880747   .2843385     2.07   0.039     .0307814
1.145368

       rural |  -.0904672   .2146995    -0.42   0.673    -.5112705
.3303361

    ismale_1 |  -.0947296   .1216172    -0.78   0.436     -.333095
.1436357

     white_1 |  -.1234044   .1165534    -1.06   0.290    -.3518449
.1050361

      busa_2 |   .4007369   .2415171     1.66   0.097    -.0726279
.8741016

    socsci_2 |   .3898824   .1915603     2.04   0.042     .0144311
.7653338

       sci_2 |  -.0443619   .1999683    -0.22   0.824    -.4362925
.3475686

      nurs_2 |    .581178   .2613915     2.22   0.026     .0688602
1.093496

      unde_2 |   .2819771   .1740002     1.62   0.105     -.059057
.6230112

  tot_cred_2 |    .167432   .0357239     4.69   0.000     .0974146
.2374495

    avadvmax |  -.0090509   .0055766    -1.62   0.105    -.0199808
.0018791

    avarat_2 |   3.687271   9.059758     0.41   0.684    -14.06953
21.44407

  avaratsq_2 |  -.4533746   1.061097    -0.43   0.669    -2.533087
1.626338

    athl_12r |   .0679246   .1154551     0.59   0.556    -.1583634
.2942125

kav_cls_ar_2 |   .7582222   .2505294     3.03   0.002     .2671936
1.249251

      need_2 |  -5.76e-06   5.16e-06    -1.12   0.264    -.0000159
4.35e-06

       aid_2 |   4.89e-06   .0000111     0.44   0.659    -.0000168
.0000266

     gpa2hat |  -.3899752    .098075    -3.98   0.000    -.5821986
-.1977518

       _cons |   -9.94018   19.36282    -0.51   0.608    -47.89061
28.01025

-------------+--------------------------------------------------------------
--

ret_12       |

hs_gradrat~1 |  -.0025337   .0040619    -0.62   0.533    -.0104949
.0054274

missingrat~1 |  -.2124467    .204638    -1.04   0.299    -.6135298
.1886365

    apunder3 |  -.1161432   .1888857    -0.61   0.539    -.4863524
.2540661

     pubhs_1 |  -.1429733   .1801124    -0.79   0.427    -.4959872
.2100405

       micro |   .4521774   .3854538     1.17   0.241    -.3032982
1.207653

      smtown |  -.3306497    .277702    -1.19   0.234    -.8749357
.2136363

       rural |  -.2278209   .2328102    -0.98   0.328    -.6841205
.2284786

    ismale_1 |   .3499555   .1462037     2.39   0.017     .0634015
.6365096

     white_1 |  -.2211232   .1341752    -1.65   0.099    -.4841017
.0418553

      busa_1 |   .3565705    .291409     1.22   0.221    -.2145807
.9277217

    socsci_1 |   .2729609    .232605     1.17   0.241    -.1829366
.7288584

       sci_1 |   .6075374   .2751517     2.21   0.027     .0682499
1.146825

      nurs_1 |   .5158331   .3119982     1.65   0.098    -.0956722
1.127338

      unde_1 |   .3032148   .2068252     1.47   0.143    -.1021552
.7085848

  tot_cred_1 |   .0769393   .0537845     1.43   0.153    -.0284765
.1823551

    advmax_1 |  -.0087446   .0061637    -1.42   0.156    -.0208252
.0033359

      arat_1 |   .8722621   5.456169     0.16   0.873    -9.821632
11.56616

    aratsq_1 |  -.1188429   .6444767    -0.18   0.854    -1.381994
1.144308

     athl_1r |  -.0742483   .1556409    -0.48   0.633    -.3792989
.2308022

kav_cls_ar_1 |  -.8467959    .323886    -2.61   0.009    -1.481601
-.2119909

      need_1 |   6.63e-06   6.60e-06     1.00   0.316    -6.32e-06
.0000196

       aid_1 |  -.0000228   .0000153    -1.49   0.136    -.0000528
7.18e-06

     gpa1hat |   1.723617   .2469627     6.98   0.000     1.239579
2.207655

       _cons |  -3.197027   11.50147    -0.28   0.781     -25.7395
19.34545

-------------+--------------------------------------------------------------
--

     /athrho |  -4.009089   292.7936    -0.01   0.989     -577.874
569.8558

-------------+--------------------------------------------------------------
--

         rho |  -.9993414   .3855539                            -1
1

----------------------------------------------------------------------------
--

LR test of indep. eqns. (rho = 0):   chi2(1) =     6.86   Prob > chi2 =
0.0088

----------------------------------------------------------------------------
-- 

 

 

Probit code:

probit ret_12 

hs_gradrate_1 missingrate_1 

apunder3 pubhs_1 micro smtown rural ismale_1 white_1  

busa_1 socsci_1 sci_1 nurs_1 unde_1 tot_cred_1 advmax_1 arat_1 aratsq_1
athl_1r kav_cls_ar_1

need_1 aid_1 

gpa1hat;

 

Probit Results:

Probit regression                                 Number of obs   =
890

                                                  LR chi2(23)     =
115.45

                                                  Prob > chi2     =
0.0000

Log likelihood = -261.18831                       Pseudo R2       =
0.1810

 

----------------------------------------------------------------------------
--

      ret_12 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]

-------------+--------------------------------------------------------------
--

hs_gradrat~1 |  -.0043464   .0040219    -1.08   0.280    -.0122293
.0035365

missingrat~1 |  -.2415427   .2027886    -1.19   0.234    -.6390011
.1559157

    apunder3 |  -.1353076   .1878775    -0.72   0.471    -.5035408
.2329256

     pubhs_1 |  -.1342291   .1792748    -0.75   0.454    -.4856012
.217143

       micro |   .5242819   .3781409     1.39   0.166    -.2168607
1.265425

      smtown |  -.3376971   .2787695    -1.21   0.226    -.8840753
.208681

       rural |  -.2488978   .2346477    -1.06   0.289    -.7087988
.2110033

    ismale_1 |   .3851058   .1473312     2.61   0.009     .0963421
.6738696

     white_1 |  -.1924949   .1349971    -1.43   0.154    -.4570844
.0720946

      busa_1 |   .3320956   .2899227     1.15   0.252    -.2361425
.9003337

    socsci_1 |   .2384587   .2298812     1.04   0.300    -.2121001
.6890176

       sci_1 |   .4794838   .2726063     1.76   0.079    -.0548147
1.013782

      nurs_1 |   .5350326   .3088444     1.73   0.083    -.0702912
1.140356

      unde_1 |    .243891   .2053581     1.19   0.235    -.1586035
.6463855

  tot_cred_1 |   .0735117    .050484     1.46   0.145    -.0254351
.1724584

    advmax_1 |  -.0086672   .0061495    -1.41   0.159      -.02072
.0033856

      arat_1 |   1.192344   5.417345     0.22   0.826    -9.425458
11.81014

    aratsq_1 |  -.1542927   .6402407    -0.24   0.810    -1.409141
1.100556

     athl_1r |  -.0986405   .1573756    -0.63   0.531     -.407091
.20981

kav_cls_ar_1 |  -.7927225   .3183139    -2.49   0.013    -1.416606
-.1688388

      need_1 |   7.31e-06   6.73e-06     1.09   0.277    -5.88e-06
.0000205

       aid_1 |  -.0000236   .0000157    -1.51   0.132    -.0000543
7.13e-06

     gpa1hat |   1.646721   .2453282     6.71   0.000     1.165886
2.127555

       _cons |  -3.663654   11.41562    -0.32   0.748    -26.03786
18.71055

----------------------------------------------------------------------------
--

Carlena K. Cochi Ficano, Ph.D.

Associate Professor of Economics

Hartwick College

229 Golisano Hall

Oneonta, NY  13820

607-431-4946

607-431-4405 (fax)

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