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st: RE: heckman model
From
"Vassilopoulos Achilleas" <[email protected]>
To
<[email protected]>
Subject
st: RE: heckman model
Date
Mon, 17 Jan 2011 19:34:22 +0200
Yes, rho is the correlation coefficient between the two residuals. As a matter of fact, lamda can be derived by multiplying rho with sigma (the standard error of the residual of the second stage).
Hope this helps,
_____________ - _______________
Achilleas Vassilopoulos
Agricultural University of Athens,
Dept. of Agricultural Economics and Rural Development, Lab. of Political Economy and European Integration.
Iera Odos 75, 11855, Athens, Greece
Tel: (+30) 210-5294726
Fax: (+30) 210-5294786
Email : [email protected]
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of [email protected]
Sent: 17 January, 2011 16:38
To: [email protected]
Subject: st: heckman model
Dear Stata users,
I have a doubt regarding the Heckman procedure (heckman command).
Why is the estimate of rho different than the estimated coefficient of
lambda? Is rho here defined as the correlation coefficient between the
estimated residuals of the two equations?
Thanks a lot,
Andrea
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