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Re: st: st: Meaning of "." in Heckman Selection Models


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: st: Meaning of "." in Heckman Selection Models
Date   Sat, 9 Jun 2012 19:02:45 +0100

In Stata an isolated . means missing. A standard error can't be
estimated for X1, and so nothing else can be said. There is a chain of
consequences for t, P and confidence intervals.

The usual implication is that X1 is a dubious predictor, at least in
the context of other predictors. Perhaps X1 does not vary, or there is
a problem of collinearity. You should have explored your data
previously and be able to relate to this to what you already know
about the data, or be able to follow this up. Others should be able to
add more about -heckman-, which I've never used.

Nick

On Sat, Jun 9, 2012 at 6:51 PM, Clifton Chow
<clifton_chow@post.harvard.edu> wrote:

> I just ran a two-step Heckman selection model and a peculiar result came out on the explanatory variable of interest in the selection equation.  Does someone know what a series of dots "." means in this context?  How should it be interpreted and reported?
>
> Here's the brief output from the results with X1 (a binary variable coded as 0 and 1) being my explanatory variable of interest.
>
> Heckman logwage X1 X2 X3 if female==1, select (x1 X2 X3 X4 X5) twostep
>
> LogWage Equation:
>  X1 |  -.1290917   .0582952    -2.21   0.027    -.2433481   -.0148353
>  X2 |  -.1528716   .0649873    -2.35   0.019    -.2802444   -.0254987
>  X3 |   .1183843   .0684327     1.73   0.084    -.0157413    .2525098
>
> Selection Equation:
> select
>  X1 |   7.762731          .        .       .            .           .
>  X2 |    .004973   .2220277     0.02   0.982    -.4301933    .4401393
>  X3 |   .0188622    .238641     0.08   0.937    -.4488655    .4865898
>  X4 |   .0196796   .1978019     0.10   0.921     -.368005    .4073641
>  X5 |  -.0548543   .0817834    -0.67   0.502    -.2151467    .1054382
>
> mills      |
>  lambda |  -.1344637   .0808789    -1.66   0.096    -.2929834    .0240561
> -------------+----------------------------------------------------------------
>      rho |   -0.38535
>   sigma |  .34893481
>  lambda | -.13446366   .0808789
>

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