st: Re: Question re Heckman

["R.E. De Hoyos" <redeho@hotmail.com>]

Adam,

Yes they do. To eliminate them, you can either create a vector of 
coefficients without the Mills' parameter:

After heckman, type
mat B = e(b)
scalar df = (e(df_m)+)
mat coef = b(1,1..df)
mat score nomills = coef


Alternatively you can compute the Mills with option -mills-, predict xb, use 
the parameter of the Mills' ratio to multiply it by the value of the Mills 
and finally subtract it from the xb prediction.

I hope this helps,
Rafa
________________________
Rafael E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK
www.econ.cam.ac.uk/phd/red29/





----- Original Message ----- 
From: "Adam Przeworski" <adam.przeworski@nyu.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, July 07, 2006 10:10 AM
Subject: st: Question re Heckman



> Does anyone know whether HECKMAN predict, xb included the values of the
> Mill ratio in the predicted values? If yes, how to eliminate it?
>
> Adam Przeworski
> Carroll and Milton Petrie Professor
> Department of Politics
> New York University
> 726 Broadway, Room 722
> New York, NY 10003
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