st: re: Heckman with both steps probit

[Kit Baum <baum@bc.edu>]

<>
Andrew said

As I understand it, the command 'heckman' runs the regression on a  
continuous variable for all values in step one, and then for all  
nonzero values the second timei; heckprob runs it in probit on a  
binary variable for the first time and then runs a regular regression  
in the secnod time.
No. -heckman- is a regression in which the selection equation is a  
probit.
select(...) specifies the variables and options for the selection  
equation. It is an integral part of specifying a Heckman model and is  
required. The selection equation should contain at least one variable  
that is not in the outcome equation. If depvar_s is specified, it  
should be coded as 0 or 1, with 0 indicating an observation not  
selected and 1 indicating a selected observation. If depvar_s is not  
specified, observations for which depvar is not missing are assumed  
selected, and those for which depvar is missing are assumed not  
selected.
Likewise, -heckprob- is the equivalent construct with a probit  
equation and a (probit) selection equation, which seems to be what you  
are looking for.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming   
|   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.ht

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/