Good Day stata-listers,
in order to estimate the starting points of a model , I've found out
in one article a methodology using the two step Heckman methodology,
which said that i'have to estimate two tobit model one on the
positive value, and the second on the negative values
the model is:
rt=const+b*rm+µ
so i've put
generate ripo= (rt >=0)
generate rinega= (rt <=0)
heckman rt rm, select(ripo=rm) twostep
heckman rt rm, select(rinega=rm) twostep
I'need those two models to use their parameters for my manipulations
I've got
Prob > chi2 = 0.0227
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95%
Conf. Interval]
-------------+----------------------------------------------------------------
rt |
rm | 3.158874 7.525672 0.42 0.675 -11.59117 17.90892
_cons | -5.54708 18.46043 -0.30 0.764 -41.72886 30.6347
-------------+----------------------------------------------------------------
ripo |
rm | .4317474 .1587585 2.72 0.007 .1205866 .7429083
_cons | .4160715 .0924356 4.50 0.000 .2349012 .5972419
-------------+----------------------------------------------------------------
mills |
lambda | 11.18048 32.78645 0.34 0.733 -53.07978 75.44074
-------------+----------------------------------------------------------------
rho | 1.00000
sigma | 11.180482
lambda | 11.180482 32.78645
------------------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rt |
rm | 1.771167 4.618815 0.38 0.701 -7.281545 10.82388
_cons | 3.144992 12.2705 0.26 0.798 -20.90474 27.19473
-------------+----------------------------------------------------------------
rinega |
rm | -.4810694 .1575142 -3.05 0.002 -.7897916 -.1723473
_cons | .1175725 .0894371 1.31 0.189 -.0577209 .2928659
-------------+----------------------------------------------------------------
mills |
lambda | -5.336007 16.77838 -0.32 0.750 -38.22102 27.549
-------------+----------------------------------------------------------------
rho | -1.00000
sigma | 5.3360071
lambda | -5.3360071 16.77838
---------------------------
I'm lost among all those figures , I'want to know which ones
represent the parameters of the Tow models,
Sorry if my question seems too easy here, but it is really important for me,
many thanks in advance!!
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