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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 21 Apr 2010 11:42:00 +0800 |

hi, thanks a lot for your help. but now I don't understand if 'twostep' in heckman regression doesn't work with any weight command, then why there is no error message coming up when i put them together. And it seems 'twostep' works with weights command, because there are some outputs showed later, although now i am doubting if they are correct. best Jing On Tue, Apr 20, 2010 at 7:05 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- 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/ > -- 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>

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

**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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