Rafa,
I solved the problem. But now I think you are wrong: predict, xb
generates values identical to those calculated without including Mills.
What makes you think that predict does include lambda?
Adam
Adam Przeworski
Carroll and Milton Petrie Professor
Department of Politics
New York University
726 Broadway, Room 722
New York, NY 10003
----- Original Message -----
From: "R.E. De Hoyos" <[email protected]>
Date: Friday, July 7, 2006 6:47 pm
Subject: st: Re: Question re Heckman
> 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" <[email protected]>
> To: <[email protected]>
> 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
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
> *
> * For searches and help try:
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> * http://www.ats.ucla.edu/stat/stata/
>
*
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