Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

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

From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 20 Apr 2010 11:05:50 +0000 (GMT) |

--- 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, /// aspect(1) *--------- 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 -nshazard- or -mills- options in -predict- to get those directly without any further computation. > 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. Well, that answers your first question: if you have weights then you have no choice, you'll have to use the ML. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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:*jing liu <pku.liujing@gmail.com>

**References**:**st: Re: what is the difference between '.psel' and '.xbs' for heckman postestimation***From:*jing liu <pku.liujing@gmail.com>

- Prev by Date:
**Re: st: Re: what is the difference between '.psel' and '.xbs' for heckman postestimation** - Next by Date:
**st: what is a good processor type and working memory size to work with a large dataset in Stata 11?** - Previous by thread:
**Re: st: Re: what is the difference between '.psel' and '.xbs' for heckman postestimation** - Next by thread:
**Re: st: Re: what is the difference between '.psel' and '.xbs' for heckman postestimation** - Index(es):