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st: 'mills' output is missing for heckman regression


From   jing liu <pku.liujing@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: 'mills' output is missing for heckman regression
Date   Thu, 13 May 2010 11:52:02 +0800

Hi,

I have two problems of calculating the marginal effects of
coefficients from a heckman regression.

here is my coding:
xi: heckman lnincome male i.edunew2 urban2 inearthquake certi hr07
ages2 dep_ratio i.occupation ///
	if ad01==8 & hr07>=16 & inlist(od04,0,1) ///
	[pweight=expweigh] ///
	, select (male i.edunew2 i.hhecosta inearthquake urban2) ///
	mills(mills200411)
margins male i.edunew2 urban2 inearthquake
predict selpr200411, psel
gen Dpr200411=mills200411*(mills200411+selpr200411)
display Dpr200411

problem 1, margins command doesn't work at all. the effor message is
'factor male not found in e(b)'.
   does anyone know how to use margins command after heckman regression?


problem 2, then I cut off the margins command, and calculate the
marginal effects by hand. but the 'Dpr200411' doesn't show up, it
comes back with only '.' instead of a figure. Then I 'display
mills200411', the '.' appears again. But there is a output when i
'display selpr200411'.
the new code is:
xi: heckman lnincome male i.edunew2 urban2 inearthquake certi hr07
ages2 dep_ratio i.occupation ///
	if ad01==8 & hr07>=16 & inlist(od04,0,1) ///
	[pweight=expweigh] ///
	, select (male i.edunew2 i.hhecosta inearthquake urban2) ///
	mills(mills200411)
predict selpr200411, psel
gen Dpr200411=mills200411*(mills200411+selpr200411)
display Dpr200411

here is the output:
i.edunew2         _Iedunew2_0-4       (naturally coded; _Iedunew2_0 omitted)
i.occupation      _Ioccupatio_0-6     (naturally coded; _Ioccupatio_0 omitted)
i.hhecosta5000    _Ihhecosta5_0-3     (naturally coded; _Ihhecosta5_0 omitted)
note: _Ioccupatio_6 omitted because of collinearity

Iteration 0:   log pseudolikelihood =  -29511151  (not concave)
Iteration 1:   log pseudolikelihood =  -27814870
Iteration 2:   log pseudolikelihood =  -27377953  (not concave)
Iteration 3:   log pseudolikelihood =  -26636133
Iteration 4:   log pseudolikelihood =  -26458324
Iteration 5:   log pseudolikelihood =  -26454536
Iteration 6:   log pseudolikelihood =  -26454530
Iteration 7:   log pseudolikelihood =  -26454530

Heckman selection model                         Number of obs      =      8179
(regression model with sample selection)        Censored obs       =      6890
                                                Uncensored obs     =      1289

                                                Wald chi2(15)      =     96.10
Log pseudolikelihood = -2.65e+07                Prob > chi2        =    0.0000

------------------------------------------------------------------------------
             |               Robust
    lnincome |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnincome     |
        male |  -.0770914   .0420301    -1.83   0.067    -.1594688    .0052859
 _Iedunew2_1 |   -.151851   .0561303    -2.71   0.007    -.2618645   -.0418376
 _Iedunew2_2 |  -.2193169   .0574577    -3.82   0.000    -.3319319   -.1067018
 _Iedunew2_3 |  -.2828423   .0740978    -3.82   0.000    -.4280715   -.1376132
 _Iedunew2_4 |   .3236262   .2218939     1.46   0.145    -.1112778    .7585302
      urban2 |   .0602396   .0467554     1.29   0.198    -.0313993    .1518785
inearthquake |  -.1362456   .0370262    -3.68   0.000    -.2088156   -.0636757
       certi |   .0316799   .0637047     0.50   0.619     -.093179    .1565388
        hr07 |   .0346725   .0086475     4.01   0.000     .0177237    .0516213
       ages2 |  -.0504113   .0112049    -4.50   0.000    -.0723725   -.0284502
   dep_ratio |  -.2012548   .0757752    -2.66   0.008    -.3497714   -.0527382
_Ioccupati~1 |   .1470003   .0750557     1.96   0.050    -.0001063    .2941068
_Ioccupati~2 |   .3799047   .1064299     3.57   0.000      .171306    .5885035
_Ioccupati~3 |   .0955231   .0798577     1.20   0.232    -.0609951    .2520413
_Ioccupati~4 |   .1403077   .0831009     1.69   0.091    -.0225672    .3031825
_Ioccupati~6 |  (omitted)
       _cons |   6.630357   .2008758    33.01   0.000     6.236648    7.024066
-------------+----------------------------------------------------------------
select       |
        male |   .5482426   .0394785    13.89   0.000     .4708661     .625619
 _Iedunew2_1 |   .4617968   .0549549     8.40   0.000     .3540871    .5695065
 _Iedunew2_2 |   .7589722   .0486543    15.60   0.000     .6636116    .8543329
 _Iedunew2_3 |   1.236086   .0688923    17.94   0.000     1.101059    1.371112
 _Iedunew2_4 |  -.4383474   .2718042    -1.61   0.107    -.9710739    .0943792
_Ihhecosta~1 |    .588973   .0505102    11.66   0.000      .489975    .6879711
_Ihhecosta~2 |   .2846132   .0427787     6.65   0.000     .2007686    .3684578
_Ihhecosta~3 |   .2546093   .0601532     4.23   0.000     .1367111    .3725075
inearthquake |   .1958563   .0450808     4.34   0.000     .1074996    .2842131
      urban2 |    .439123   .0471768     9.31   0.000     .3466581    .5315879
       _cons |  -2.084462   .0427642   -48.74   0.000    -2.168278   -2.000645
-------------+----------------------------------------------------------------
     /athrho |  -1.118788    .085606   -13.07   0.000    -1.286573   -.9510036
    /lnsigma |  -.3448958   .0395288    -8.73   0.000    -.4223709   -.2674207
-------------+----------------------------------------------------------------
         rho |   -.807147   .0298349                     -.8582264    -.740237
       sigma |   .7082942    .027998                      .6554909     .765351
      lambda |  -.5716975   .0419986                     -.6540133   -.4893818
------------------------------------------------------------------------------
Wald test of indep. eqns. (rho = 0): chi2(1) =   170.80   Prob > chi2 = 0.0000
------------------------------------------------------------------------------

.         predict selpr200412, psel
(32284 missing values generated)

.         gen Dpr200412=mills200412*(mills200412+selpr200412)
(159277 missing values generated)

.         display Dpr200412
.

. display selpr200412
.30568352

. display mills200412
.


does any one know what's going on??

thanks a lot




-- 
Best

刘京   Jing LIU

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