Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Heckprob


From   "Dushi, Irena" <IrenaD@ilcusa.org>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Heckprob
Date   Fri, 26 Sep 2003 11:23:35 -0400

Hi all,

I am estimating a -heckprob- model. I got a rho which is significant. Then I
drop one variable which is not at all significant (it is zero) from the main
equation and estimate the model again. In this case I get a rho which is not
significant. I compare the standard errors and z-values in the two model
estimations and they are almost the same. So if this is the case how come
the rho becomes insignificant? 

Thank you in advance for your time,
Irena

The following are the estimated models

. heckprob famtake child lnwwage howner age16_24 age25_34 age45_54 age55_64
NH_black NH_other Hispanic ed_hcg ed_co_at ed_co_g hialtimp hsvgex hsfapo
iphmo ipopt1 ilongtc impdummy_costall fpremnew1 sp1bp uncov [pw=pweight] if
ft_pt == 1 & classw == 1 & cont == 0 & couples == 1 & sftime ~= . & esex ==
2 , sel(off_hi = jobten f24_99 f100 location uncov occ_pro occ_tec occ_ser
occ_cra ind_con ind_man ind_tcp ind_tra ind_ser child lnwwage howner
age16_24 age25_34 age45_54 age55_64 NH_black NH_other Hispanic ed_hcg
ed_co_at ed_co_g hsvgex hsfapo midwest south west sp1bp msa) nolog;

Probit model with sample selection         Number of obs      =      1792
                                           Censored obs       =       431
                                           Uncensored obs     =      1361

                                           Wald chi2(23)      =    126.46
Log likelihood = -.0370687                Prob > chi2        =    0.0000

----------------------------------------------------------------------------
             |               Robust
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
famtake      |
   child |  -.1871534   .0700846    -2.67   0.008    -.3245167   -.0497902
 lnwwage |   .1571396   .0481592     3.26   0.001     .0627493      .25153
  howner |   .0062493   .0901974     0.07   0.945    -.1705344     .183033
age16_24 |   -.066047    .156915    -0.42   0.674    -.3735946    .2415007
age25_34 |   .1928288   .0795813     2.42   0.015     .0368523    .3488054
age45_54 |  -.0154522   .0843621    -0.18   0.855    -.1807989    .1498946
age55_64 |    .336145   .1864049     1.80   0.071    -.0292019     .701492
NH_black |   .0651967   .1249824     0.52   0.602    -.1797643    .3101577
NH_other |  -.1982407   .1612519    -1.23   0.219    -.5142887    .1178072
Hispanic |   .1754764   .1273933     1.38   0.168    -.0742099    .4251627
  ed_hcg |   .0787785   .1247059     0.63   0.528    -.1656406    .3231975
ed_co_at |  -.0412415    .127006    -0.32   0.745    -.2901686    .2076856
 ed_co_g |   .0640099   .1339407     0.48   0.633     -.198509    .3265289
hialtimp |  -.3094602   .0951492    -3.25   0.001    -.4959491   -.1229713
  hsvgex |   -.077471   .0770738    -1.01   0.315    -.2285328    .0735908
  hsfapo |   .2486082    .149024     1.67   0.095    -.0434735    .5406899
   iphmo |  -.0237626   .0639877    -0.37   0.710    -.1491761    .1016509
  ipopt1 |   .0190663   .0649598     0.29   0.769    -.1082526    .1463852
 ilongtc |   .1754265   .0817656     2.15   0.032     .0151689    .3356841
impdummy |   1.020238   .3960393     2.58   0.010     .2440152    1.796461
fpremnew1 |  -.0307759   .0150598    -2.04   0.041    -.0602925   -.0012592
   sp1bp |  -.5143257   .0965553    -5.33   0.000    -.7035705   -.3250808
   uncov |   .4932095   .1520762     3.24   0.001     .1951456    .7912734
   _cons |   .1053266    .324377     0.32   0.745    -.5304406    .7410938
--------+---------------------------------------------------------------
off_hi       |
  jobten |    .009091   .0031228     2.91   0.004     .0029705    .0152116
  f24_99 |    .320946   .0716723     4.48   0.000     .1804708    .4614212
    f100 |   .5003315   .0594504     8.42   0.000     .3838109     .616852
location |   .0783068   .0484032     1.62   0.106    -.0165617    .1731753
   uncov |  -.1266639   .0700653    -1.81   0.071    -.2639893    .0106616

 occ_pro |  -.0688214   .0890689    -0.77   0.440    -.2433932    .1057504
 occ_tec |  -.0279554   .0781832    -0.36   0.721    -.1811916    .1252808
 occ_ser |  -.3939632   .0957835    -4.11   0.000    -.5816954   -.2062309
 occ_cra |   .2157834   .1065291     2.03   0.043     .0069901    .4245766
 ind_con |   .7461699   .3043941     2.45   0.014     .1495685    1.342771
 ind_man |   .6786677   .2427632     2.80   0.005     .2028606    1.154475
 ind_tcp |   .8918545   .2551036     3.50   0.000     .3918606    1.391848
 ind_tra |   .6448755    .247033     2.61   0.009     .1606998    1.129051
 ind_ser |   .6479221   .2483057     2.61   0.009      .161252    1.134592
   child |  -.1936227   .0412623    -4.69   0.000    -.2744953     -.11275
 lnwwage |   .2433131   .0344783     7.06   0.000     .1757368    .3108894
  howner |  -.1156325   .0524034    -2.21   0.027    -.2183413   -.0129236
age16_24 |  -.2455659   .0950341    -2.58   0.010    -.4318293   -.0593025
age25_34 |   .0341946   .0466448     0.73   0.464    -.0572275    .1256167
age45_54 |  -.1277697   .0515117    -2.48   0.013    -.2287307   -.0268087
age55_64 |  -.5105788   .0974634    -5.24   0.000    -.7016035    -.319554
NH_black |   -.235221   .0698127    -3.37   0.001    -.3720513   -.0983907
NH_other |   .0749529   .0905079     0.83   0.408    -.1024393    .2523451
Hispanic |  -.1647334   .0785995    -2.10   0.036    -.3187856   -.0106812
  ed_hcg |  -.0401284   .0875603    -0.46   0.647    -.2117434    .1314865
ed_co_at |  -.0361566   .0913575    -0.40   0.692     -.215214    .1429008
 ed_co_g |   .0242729   .1031185     0.24   0.814    -.1778356    .2263815
  hsvgex |   .1058638   .0427342     2.48   0.013     .0221064    .1896212
  hsfapo |   .0892144   .0859086     1.04   0.299    -.0791633    .2575922
 midwest |   .0078949   .0588783     0.13   0.893    -.1075044    .1232942
   south |   .2603019   .0572391     4.55   0.000     .1481154    .3724885
    west |  -.0515523   .0662672    -0.78   0.437    -.1814336    .0783289
   sp1bp |  -.0333783     .05321    -0.63   0.530     -.137668    .0709113
     msa |  -.0720553   .0425368    -1.69   0.090    -.1554259    .0113153
   _cons |  -1.625491   .3132208    -5.19   0.000    -2.239393    -1.01159
---------+--------------------------------------------------------------
 /athrho |  -6.977666   2.198465    -3.17   0.002    -11.28658   -2.668754
---------+--------------------------------------------------------------
     rho |  -.9999983   7.65e-06                            -1   -.9904303
----------------------------------------------------------------------------
Wald test of indep. eqns. (rho = 0): chi2(1) =  10.07   Prob > chi2 = 0.0015
----------------------------------------------------------------------------

Here I do drop ipopt1 variable:


. heckprob famtake child lnwwage howner age16_24 age25_34 age45_54 age55_64
NH_black NH_other Hispanic ed_hcg ed_co_at ed_co_g hialtimp hsvgex hsfapo
iphmo ilongtc impdummy_costall fpremnew1 sp1bp uncov [pw=pweight] if ft_pt
== 1 & classw == 1 & cont == 0 & couples == 1 & sftime ~= . & esex == 2 ,
sel(off_hi = jobten f24_99 f100 location uncov occ_pro occ_tec occ_ser
occ_cra ind_con ind_man ind_tcp ind_tra ind_ser child lnwwage howner
age16_24 age25_34 age45_54 age55_64 NH_black NH_other Hispanic ed_hcg
ed_co_at ed_co_g hsvgex hsfapo midwest south west sp1bp msa) nolog;

Probit model with sample selection           Number of obs      =      1792
                                             Censored obs       =       431
                                             Uncensored obs     =      1361

                                             Wald chi2(22)      =    126.74
Log likelihood = -.0370698                    Prob > chi2        =    0.0000

----------------------------------------------------------------------------
             |               Robust
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
famtake      |
    child |    -.18494    .069155    -2.67   0.007    -.3204814   -.0493986
  lnwwage |   .1552191   .0536334     2.89   0.004     .0500996    .2603386
   howner |   .0075571   .0903043     0.08   0.933    -.1694361    .1845503
 age16_24 |   -.066341   .1572212    -0.42   0.673    -.3744889    .2418069
 age25_34 |    .193025   .0799033     2.42   0.016     .0364174    .3496327
 age45_54 |  -.0146542    .084174    -0.17   0.862    -.1796322    .1503238
 age55_64 |   .3360296   .1864588     1.80   0.072     -.029423    .7014821
 NH_black |   .0657508   .1250731     0.53   0.599     -.179388    .3108895
 NH_other |  -.1981662   .1610924    -1.23   0.219    -.5139016    .1175692
 Hispanic |    .175589   .1289784     1.36   0.173    -.0772039     .428382
   ed_hcg |   .0782575   .1249161     0.63   0.531    -.1665735    .3230884
 ed_co_at |  -.0427466   .1295397    -0.33   0.741    -.2966398    .2111466
  ed_co_g |   .0628189   .1357872     0.46   0.644    -.2033191    .3289569
 hialtimp |  -.3128602   .0945621    -3.31   0.001    -.4981985    -.127522
   hsvgex |  -.0766775   .0769418    -1.00   0.319    -.2274807    .0741256
   hsfapo |   .2493191   .1697997     1.47   0.142    -.0834823    .5821204
    iphmo |   -.025972   .0632996    -0.41   0.682    -.1500369    .0980928
  ilongtc |   .1751292   .0847913     2.07   0.039     .0089413    .3413172
impdummyl |   1.014092   .3949986     2.57   0.010     .2399089    1.788275
fpremnew1 |  -.0306048   .0150421    -2.03   0.042    -.0600868   -.0011228
    sp1bp |  -.5150326   .0972594    -5.30   0.000    -.7056575   -.3244076
    uncov |   .4912066   .1519903     3.23   0.001      .193311    .7891022
    _cons |   .1281663   .3347733     0.38   0.702    -.5279774    .7843099
----------+-------------------------------------------------------------
off_hi       |
   jobten |   .0090212    .003127     2.88   0.004     .0028923      .01515
   f24_99 |   .3202252   .0722729     4.43   0.000     .1785729    .4618775
     f100 |   .5004582   .0596404     8.39   0.000     .3835653    .6173512
 location |   .0784203    .048466     1.62   0.106    -.0165714     .173412
    uncov |  -.1261799   .0698181    -1.81   0.071    -.2630209    .0106611
  occ_pro |   -.068916   .0890796    -0.77   0.439    -.2435088    .1056767
  occ_tec |  -.0287224   .0782359    -0.37   0.714     -.182062    .1246171
  occ_ser |  -.3951517   .0962283    -4.11   0.000    -.5837558   -.2065476
  occ_cra |   .2168732    .106553     2.04   0.042     .0080331    .4257132
  ind_con |   .7490792   .3045025     2.46   0.014     .1522653    1.345893
  ind_man |   .6788584   .2427418     2.80   0.005     .2030931    1.154624
  ind_tcp |   .8931158   .2552474     3.50   0.000     .3928402    1.393391
  ind_tra |   .6469066   .2470374     2.62   0.009     .1627221    1.131091
  ind_ser |   .6481893   .2484943     2.61   0.009     .1611493    1.135229
    child |  -.1925664   .0411162    -4.68   0.000    -.2731526   -.1119801
  lnwwage |   .2420969   .0342239     7.07   0.000     .1750192    .3091746
   howner |  -.1153492   .0523461    -2.20   0.028    -.2179457   -.0127527
 age16_24 |  -.2465314   .0950661    -2.59   0.010    -.4328575   -.0602053
 age25_34 |   .0337855   .0465366     0.73   0.468    -.0574245    .1249955
 age45_54 |   -.127083   .0510015    -2.49   0.013    -.2270441    -.027122
 age55_64 |  -.5104681   .0970006    -5.26   0.000    -.7005859   -.3203504
 NH_black |  -.2346917   .0698471    -3.36   0.001    -.3715896   -.0977938
 NH_other |   .0731135   .0902959     0.81   0.418    -.1038632    .2500901
 Hispanic |  -.1658401   .0778087    -2.13   0.033    -.3183423   -.0133379
   ed_hcg |  -.0406197   .0876189    -0.46   0.643    -.2123496    .1311102
 ed_co_at |  -.0366932   .0917679    -0.40   0.689    -.2165549    .1431685
  ed_co_g |   .0238768   .1032489     0.23   0.817    -.1784873    .2262408
   hsvgex |   .1062537   .0427773     2.48   0.013     .0224117    .1900956
   hsfapo |   .0896835   .0836633     1.07   0.284    -.0742935    .2536604
  midwest |   .0083621   .0587307     0.14   0.887     -.106748    .1234723
    south |   .2611848   .0572153     4.56   0.000     .1490449    .3733247
     west |  -.0497923    .066289    -0.75   0.453    -.1797164    .0801318
    sp1bp |  -.0326143   .0530616    -0.61   0.539    -.1366132    .0713845
      msa |  -.0721723   .0426377    -1.69   0.091    -.1557407     .011396
    _cons |  -1.619899   .3133526    -5.17   0.000    -2.234059    -1.00574
----------+-------------------------------------------------------------
  /athrho |  -7.637805   6.169951    -1.24   0.216    -19.73069    4.455076
----------+-------------------------------------------------------------
      rho |  -.9999995   5.73e-06                            -1      .99973
----------------------------------------------------------------------------
Wald test of indep. eqns. (rho = 0): chi2(1) =  1.53   Prob > chi2 = 0.2158
----------------------------------------------------------------------------



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index