Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Heckman Selection Model.


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Heckman Selection Model.
Date   Mon, 17 Oct 2011 20:07:08 +0200

The best way is not to do this manually, but correct your call to
-heckman-, see -help heckman- on how to specify a correct -heckman-
model.

Hope this helps,
Maarten

On Mon, Oct 17, 2011 at 7:43 PM, natasha agarwal
<agarwana2@googlemail.com> wrote:
> Dear All,
>
> I want to estimate a heckman selection model, but I get an error
> saying 'Dependent variable never censored because of selection: model
> would simplify to OLS regression'.
>
> So I try to do the heckman manually. First I estimate, a probit model
> and then calculate the inverse mills ratio. However, when I include
> the inverse mills ratio in the second stage which is the OLS, I need
> to adjust the standard errors. However, I don't know how to manually
> adjust the standard errors for the same. Any help will be highly
> appreciated.
>
> Thanks
> Natasha
> *
> *   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/
>



-- 
--------------------------
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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index