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| From | Barbara Engels <engels.ba@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/