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st: How to understand the linear prediction after -heckman-?

From   [email protected]
To   statalist<[email protected]>
Subject   st: How to understand the linear prediction after -heckman-?
Date   Tue, 29 Sep 2009 01:38:17 +0800

Dear statalists,
In my mind, the result of -heckman- is the same as the result of -reg- with lambda as an additional independent variable. However, I found something different.
I typed the following in the stata, and the related results are as followings.

. qui heckman wage educ age, select(married children educ age) twostep mills(mill)

. qui predict double yheck if wage!=.

. qui corr yheck wage if wage!=.

. di r(rho)^2

. qui reg wage educ age mill if wage!=.

. qui predict double yreg if wage!=.

. qui corr yreg wage if wage!=.

. di r(rho)^2

. su yheck yreg

    Variable |       Obs        Mean    Std. Dev.       Min        Max
       yheck |      1343    21.96174    3.717985   14.79669   32.88486
        yreg |      1343    23.69217    3.332614   16.22861   33.78897

The predicted value should be the same and the R-squared should be the same too.

Why different? 

Hope for any help and thank you very much.

Best regards,


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