Re: st: Heckprob problems

["Fernando Rios Avila" <ecofrax@langate.gsu.edu>]

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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