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st: Significance of adjusted Heckman estimates
From
Barbara Engels <[email protected]>
To
[email protected]
Subject
st: Significance of adjusted Heckman estimates
Date
Fri, 10 May 2013 11:51:34 +0200
Dear Statalisters,
I am estimating a two-step Heckman selection model (using Stata 10). The adjusted coefficients are calculated according to
heckman dep indep, twostep select(select=indep exlcusionrestriction) mills(mills)
predict select_xb, psel
gen delta = mills*(mills + select_xb)
gen b_indep1 = [dep]_b[indep1] - ([blfp]_b[indep1]*e(rho)*e(sigma)*delta)
ci b_indep1
However, I don't know if this adjusted coefficient is statistically significant . indep1 appears both in the regression and in the seleciton equation, being significant in the regression and insignificant in the selection equation.
How can I tell if the adjusted coefficient on indep1 is statistically significant?
Any help is greatly appreciated!
Cheers,
Barbara
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