Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: RE: test for rho=0 in Heckman two-step procedure?
Date   Thu, 18 Feb 2010 09:50:43 +0100

<> 


-test- can only be run with corresponding entries in the "e(b)" and "e(V)"
matrices posted by -heckman-. If you type - mat l e(b)- and
-mat l e(V)- after estimation, you can see that there are no entries for
-rho-. -bootstrap-ping the statistic may be a way out.



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Michael Boehm
Gesendet: Donnerstag, 18. Februar 2010 00:09
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: RE: test for rho=0 in Heckman two-step procedure?

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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index