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# st: 'mills' output is missing for heckman regression

 From jing liu 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
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

--
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```