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Re: st: Heckprob problems


From   "Fernando Rios Avila" <ecofrax@langate.gsu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Heckprob problems
Date   Mon, 07 Feb 2011 19:01:00 -0500

Well, my only suggestion is to be sure that your y1 variable is appropriatly censored, since it seems that you are not impossing any censorship on the selection equation. Perhaps what u want to do is:

heckprob y1 x1 x2 x3 x4, sel (y2= x1 x5 x6)
assuming that y2 =1 when the selection holds, and y2=0 when its not observed
Finally, i wonder which are the variables that you were switching possitions.

Best regards

Fernando Rios Avila


>>> Qing Gong Yang <qinggong.yang@gmail.com> 02/07/11 6:54 PM >>>
I am trying to estimate a probit model with selection using Stata 9 and 10's
Heckprob command in the following form:
Heckprob y1 x1 x2 x3 x4, sel (y2 x1 x5 x6).

I came across several problems:
first, the results are not stable. They change even when I just change the
order of the variables.
second,  funny results sometimes with very big Wald Chi2 value and very big
Z values.
third, The maximum log likelihood estimation seems to be critised by some as
inconsistent too.

Any suggestions?
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