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


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
> --------------------------
>
>
>
>
>
>
> *
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> *   http://www.stata.com/help.cgi?search
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>



-- 
Best

刘京   Jing LIU

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