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


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   Wed, 21 Apr 2010 07:37:23 +0000 (GMT)

--- On Wed, 21/4/10, jing liu wrote:
> 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.

I am able to reproduce this inconsistency between
what the help-file says and what -heckman- does. I
would stick with what the help file says until 
StataCorp says it is OK to use weights in 
combination witht he -twostep- option. My guess is
that the weights are just ignored in that case. The
reason for this belief is that in the example below
I specified -pweights-, which automatically implies
that the resulting standard errors should be robust
standard errors, but this is not the case.

*-------------- begin example --------------
webuse womenwk
gen w = runiform()
heckman wage educ age [pw=w], twostep ///
        select(married children educ age)
*------------- end example -----------------

-- Maarten

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

http://www.maartenbuis.nl
--------------------------




      

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