This FAQ is for users of Stata 5, an older version of Stata.
It is not relevant for more recent versions.
Stata 5: How can I get the Mills' ratios for my Heckman model?
| Title | Stata 5: Obtaining Mills’ ratios for Heckman models | |
| Author | James Hardin, StataCorp |
The heckman command does not save the Mills’ ratios that it uses in the estimation of the Heckman selection model. However, it is straightforward to calculate them yourself:
- Calculate the probit model for the participation.
- Obtain the linear predictors from the model. For example,
. predict phat, xb
- Calculate the Mills' ratios. For example,
. gen mills = exp(-.5*phat2)/(sqrt(2*_pi)*normprob(phat))
Alternatively, you could specify the trace option to heckman.
