Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: statistics in heckman

From   Mauro Mastrogiacomo <>
To   "''" <>
Subject   st: RE: statistics in heckman
Date   Fri, 29 Jul 2011 11:46:20 +0200

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.

-----Original Message-----
From: [] On Behalf Of joachim jarreau
Sent: vrijdag 29 juli 2011 11:29
Subject: st: statistics in heckman


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,

*   For searches and help try:

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

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:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index