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st: AW: the order of variables makes difference in 'Heckprob'?


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: the order of variables makes difference in 'Heckprob'?
Date   Wed, 27 Jan 2010 21:58:49 +0100

<> 


The example from the help file is pretty consistent across -version-s and
var orders. Anything specific about your dataset that the list should know
about?



*************
webuse school, clear
heckprob private years logptax, sel(vote=years loginc logptax)
estimates store first
heckprob private logptax years, sel(vote=years loginc logptax)
estimates store second
estimates table first second, se style(oneline)
*************



----------------------------------------
    Variable |   first        second    
-------------+--------------------------
private      |                          
       years | -.11425967   -.11425967  
             |  .14617174    .14617174  
     logptax |  .35160981    .35160982  
             |  1.0164852    1.0164852  
       _cons | -2.7806654   -2.7806655  
             |  6.9058384    6.9058382  
-------------+--------------------------
vote         |                          
       years | -.01675109   -.01675109  
             |  .01477355    .01477355  
      loginc |   .9923024     .9923024  
             |   .4430009     .4430009  
     logptax |  -1.278783    -1.278783  
             |  .57175454    .57175454  
       _cons | -.54582098   -.54582097  
             |  4.0704183    4.0704182  
-------------+--------------------------
athrho       |                          
       _cons |  -.8663156   -.86631561  
             |  1.4500281    1.4500279  
----------------------------------------
                            legend: b/se


HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Chungshik Moon
Gesendet: Mittwoch, 27. Januar 2010 21:05
An: [email protected]
Betreff: st: the order of variables makes difference in 'Heckprob'?

HI Statalist,

I have a question about heckman's selection probit model (heckprob).
It sounds really weird, but it turns out that the outcome changes as the
order of independent variables changes.

That is,
heckprob y1 x1 x2 x3, s(y2 x11 x12 x13) 
heckprob y1 x2 x1 x3, s(y2 x11 x12 x13) 

have different outcomes for x1 and x2 in both Stata 10 and 11

Even worse is that results vary across the version of Stata. Not only does
each version show the same variable order issue, but even the same model
shows different results across the version. 

Please help me out to address this issue.
I also wonder if you have any alternatives to heckprob.


Chungshik Moon

Ph.D. Candidate
Department of Political Science
Florida State University

-Everything is possible for him who believes.
(Mark 9:23)



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