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# Re: st: RE: test for rho=0 in Heckman two-step procedure?

 From Michael Boehm To statalist@hsphsun2.harvard.edu Subject Re: st: RE: test for rho=0 in Heckman two-step procedure? Date Wed, 17 Feb 2010 23:08:39 +0000

```Probably I'm just blind, but I do really not find an option to do the
"t-test" for rho=0. For example, if I do the command, there is no test
statistic w.r.t. rho:

. webuse womenwk
. heckman wage educ age, select(married children educ age) twostep

Heckman selection model -- two-step estimates   Number of obs      =      2000
(regression model with sample selection)        Censored obs       =       657
Uncensored obs     =      1343

Wald chi2(2)       =    442.54
Prob > chi2        =    0.0000

------------------------------------------------------------------------------
|      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
wage         |
education |   .9825259   .0538821    18.23   0.000     .8769189    1.088133

age |   .2118695   .0220511     9.61   0.000     .1686502    .2550888
_cons |   .7340391   1.248331     0.59   0.557    -1.712645    3.180723
-------------+----------------------------------------------------------------
select       |
married |   .4308575    .074208     5.81   0.000     .2854125    .5763025
children |   .4473249   .0287417    15.56   0.000     .3909922    .5036576
education |   .0583645   .0109742     5.32   0.000     .0368555    .0798735

age |   .0347211   .0042293     8.21   0.000     .0264318    .0430105
_cons |  -2.467365   .1925635   -12.81   0.000    -2.844782   -2.089948
-------------+----------------------------------------------------------------
mills        |
lambda |   4.001615   .6065388     6.60   0.000     2.812821     5.19041
-------------+----------------------------------------------------------------
rho |    0.67284
sigma |  5.9473529
lambda |  4.0016155   .6065388
------------------------------------------------------------------------------

On Wed, Feb 17, 2010 at 8:30 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
> All the options are arrayed in the help file, so what is the fuss about?
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael Boehm
> Sent: Mittwoch, 17. Februar 2010 21:19
> To: statalist@hsphsun2.harvard.edu
> Subject: st: test for rho=0 in Heckman two-step procedure?
>
> Dear all,
>
> when I run the "heckman depvar [indepvars], select(varlist_s) twostep"
> command I do not get a test for rho=0 (no correlation between errors
> in the selection and the main equation) - contrary to the ML version
> without the [twostep] option. I also do not find an option that
> provides this test and couldn't find anything on a google search.
>
> Can someone help?
>
> Michael
> *
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>
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>

*
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```