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


From   "Brian P. Poi" <bpoi@stata.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 10:04:28 -0500 (CDT)

On Wed, 21 Apr 2010, Maarten buis 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

As Maarten and Jing have discovered, -heckman, twostep- ignores weights the user specifies and goes about estimating the model as if no weights were specified.

-heckman, twostep- is supposed to exit with an error message indicating that weights are not allowed when weights are specified.

We will get this fixed in a future ado-file update.

   -- Brian Poi
   -- bpoi@stata.com

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