# RE: st: heckprob or biprob and getting lamda terms

 From "naceur khraief" <[email protected]> To [email protected] Subject RE: st: heckprob or biprob and getting lamda terms Date Tue, 07 Dec 2004 15:48:03 -0500

To estimate a sample selection model (cross-section) with stata we have two commands:
� heckman � et � heckprob �. "heckman" is used with the continous dependent variable. Stata also includes another selection model the "heckprob" which works in a manner very similar to heckman except that the response variable is binary. The "heckprob" command shares a number of features with "biprobit" models.Both involve two equations, both of which are probit models. Both have correlated residuals from the two equations. now to obtain lambdas (the inverse Mills ratio) we can do some transformations.

Heckprob .......
predict p1, xb
generate phi = (1/sqrt(2*_pi))*exp(-(p1^2/2)) /*standardize it*/
generate capphi = norm(p1)
generate invmills = phi/capphi
regress depvar indepvar invmills

```From: fatma bircan <[email protected]>
To: [email protected]
Subject: st: heckprob or biprob and getting lamda terms
Date: Tue, 07 Dec 2004 15:46:19 +0200

Hi,

I am trying to estimate an earnings equation for self-employed and
employed. To eliminate the selection bias I intend to use a double
probit model. Stata seems to offer two commands for this task,
heckprob and biprobit. I am not sure which one I should use.

Heckprob seems to be more appropriate for my model. But, in any case I
need to get two selection terms (lambda s) for my earnings equations.
With heckprob command I only get the rho term but lambdas. I can
neither add the main equation (earnings eq.) with heckprob command.

Anyone familiar with the problem please write me.

Thank you

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```
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