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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 17:14:34 +0800 |

hi, thanks a lot for your help, I will do some test one this. best Jing On Wed, Apr 21, 2010 at 3:37 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- 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 > -------------------------- > > > > > > > * > * 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/

**References**:**Re: 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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