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

From   Maarten buis <>
Subject   Re: st: Re: what is the difference between '.psel' and '.xbs' for heckman postestimation
Date   Tue, 20 Apr 2010 04:02:32 -0700 (PDT)

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

--- On Tue, 20/4/10, jing liu wrote:
> So after run -heckman- command, I should use -predict- 
> command.

Not necesarily, but it can sometimes be useful, another
possibilty is to use the -margins- 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- option 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.

-xbs- is the linear predictor, and -psel- is the 
probability. You can use -xbs- to create -psel-, or you
can use -psel- directly. 

*------- begin example --------------
webuse womenwk, clear
heckman wage educ age, ///
        select(married children educ age)
predict double psel,psel
predict double xbs,xbs
gen double psel2 = normal(xbs)
twoway function y=x ||     ///
       scatter psel2 psel, ///
*--------- end example --------------

> 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 exis
> any more. are they changed? and what are they now?

they are now -normal()- and -normalden()-, alternatively
you can use the  

> > 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
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