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From |
jing liu <pku.liujing@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: what is the difference between '.psel' and '.xbs' for heckman postestimation |

Date |
Tue, 20 Apr 2010 12:17:54 +0200 |

> Hi, > > I am using heckman regression to calculate the selection effect of wage. > > first of all, I am not sure if I shall use the 'twostep' model here or not. > I sort of know it is related to how to identify the selection effect, but I > am totally confused with the instruction of 'twostep'. > here is the link: http://www.stata.com/help.cgi?heckman > > secondly, I want to interprete the coefficients. So after run 'heckman' > command, I should use 'predict' command. For stata 8 it was 'predict > varname. xbs'. The 'xbs' is used to generate the probability that an > observation will be selected or selection probability. But there is a 'psel' > subcommand talking about the same thing in Stata11. So now I don't know > which one i should choose, and what is the difference between the 'xbs' and > 'psel' now. > what stata11 says: > xbs: linear prediction for selection equation > psel: calculates the probability of selection (or being observed) > the link for this is: > http://www.stata.com/help.cgi?heckman+postestimation > > thirdly, it was possible to use the following code to calculate inverse > mills ratio (gen testpr = normden(selxbpr)/norm(selxbpr)), now we are able > to use subcommand (mills) to do the same thing, but the command (normden and > norm) doesn't not exist any more. are they changed? and what are they now? > forthly, it says twostep doesn't work with any weight subcommand in heckman > regression. But I run my heckman with both twostep and pweight/iweight. They > both work. > Stata11 says: pweights, aweights, fweights, and iweights are allowed > with maximum likelihood estimation; see weight. No weights are allowed if > twostep > is specified. > by the way, i have already subscribed my stata11 on line with this email. > but if you need my serial no. please contact me. > > thanks a lot -- Best 刘京 Jing LIU * * 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/

**Follow-Ups**:**Re: st: Re: what is the difference between '.psel' and '.xbs' for heckman postestimation***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: Re: what is the difference between '.psel' and '.xbs' for heckman postestimation***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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