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From | Mauro Mastrogiacomo <M.Mastrogiacomo@cpb.nl> |
To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: statistics in heckman |
Date | Fri, 29 Jul 2011 11:46:20 +0200 |
Hi Sigma is the standard deviation of the error term in the regression equation. It is estimated as lnsigma (for technical reasons) and then transformed in sigma for your convenience. mauro -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of joachim jarreau Sent: vrijdag 29 juli 2011 11:29 To: statalist@hsphsun2.harvard.edu Subject: st: statistics in heckman Hello, could anyone please explain to me what the 'sigma' is in results of the heckman procedure? (It's actually lnsigma which is reported). 'rho' is the estimated coefficient on the inverse mills ratio, ok. But I could not gather what sigma is, there is nothing with this name in my textbook, section on the heckit. The standard error on rho? Thank you in advance, joachim * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ -- ================================================================================ Dit bericht kan informatie bevatten die niet voor u is bestemd. Indien u niet de geadresseerde bent of dit bericht abusievelijk aan u is toegezonden, wordt u verzocht dat aan de afzender te melden en het bericht te verwijderen. De Staat aanvaardt geen aansprakelijkheid voor schade, van welke aard ook, die verband houdt met risico's verbonden aan het elektronisch verzenden van berichten. This message may contain information that is not intended for you. If you are not the addressee or if this message was sent to you by mistake, you are requested to inform the sender and delete the message. The State accepts no liability for damage of any kind resulting from the risks inherent in the electronic transmission of messages. ================================================================================ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/