Here's an example of some nonsensical code:
#delimit;
use auto, clear;
reg price mpg;
est store ols, title(OLS);
heckman price mpg, select(foreign = mpg trunk weight length) twostep;
est store ss2step, title(2-Step);
heckman price mpg, select(foreign = mpg trunk weight length);
est store ssmle, title(MLE);
estout ols ss2step ssmle using est.tex, style(tex) cells(b(star
fmt(%12.3f) vacant(-)) se(par fmt(%12.3f) vacant(-))) unstack label
replace collabels(, none)
varlabels(_cons Constant ) starlevels(* 0.10 ** 0.05 *** 0.01)
drop(athrho: lnsigma:);
Here's the output:
& OLS & 2-Step & &
& MLE & \\
& _ & Price & Car type &
mills & Price & Car type \\
Mileage (mpg) & -238.894***& -240.659** & -0.104** &
& -272.494***& -0.145***\\
& (53.077) & (119.333) & (0.052) &
& (74.468) & (0.048) \\
Trunk space (cu. ft.)& & & 0.016 &
& & -0.039 \\
& & & (0.065) &
& & (0.062) \\
Weight (lbs.) & & & -0.002** &
& & -0.003** \\
& & & (0.001) &
& & (0.001) \\
Length (in.) & & & -0.003 &
& & -0.008 \\
& & & (0.034) &
& & (0.037) \\
lambda & & & &
3886.502***& & \\
& & & &
(1485.568) & & \\
Constant & 11253.061***& 9691.184***& 8.537** &
& 11805.390***& 11.720** \\
& (1170.813) & (3454.182) & (4.346) &
& (1921.850) & (4.697) \\
I would like lambda estimate from the mills collumn to be part of the
price equation for the 2-Step, and for the MLE price column to have
the lambda, rho and sigma estimates with their std. errors.
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