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Re: st: Help with heckman

From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: Help with heckman
Date   Wed, 20 Oct 2004 13:51:40 -0400

your samples may be different in two procedures. Implement the
-heckman- first, then

gen byte mysample = e(sample)

and estimate everything for the manual two step procedure with -if
mysample- qualifier.


On Wed, 20 Oct 2004 14:28:17 +0000, Natalia Ferreira
<[email protected]> wrote:
>   I have been trying to estimate a Heckman but I�m having problems with the
> procedure implemantation in Stata. When I estimate Heckman by two different
> equations: first probit (work/ not work) and than after a regress (wage)
> with the mills that I got from the probit; I get different results that when
> I estimate heckman twosteps with only one procedure (command "heckamn"). The
> two different rotines are below, if anyone can tell me what is going wrong I
> appreciate.
> Thanks, Natalia

Stas Kolenikov

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