Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Michael Boehm <michael.boehm1@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: test for rho=0 in Heckman two-step procedure? |
Date | Thu, 18 Feb 2010 10:05:07 +0000 |
Thanks a lot for your help. I'll use the bootstrap then. Michael On Thu, Feb 18, 2010 at 8:50 AM, Martin Weiss <martin.weiss1@gmx.de> wrote: > > <> > > > -test- can only be run with corresponding entries in the "e(b)" and "e(V)" > matrices posted by -heckman-. If you type - mat l e(b)- and > -mat l e(V)- after estimation, you can see that there are no entries for > -rho-. -bootstrap-ping the statistic may be a way out. > > > > HTH > Martin > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Michael Boehm > Gesendet: Donnerstag, 18. Februar 2010 00:09 > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: RE: test for rho=0 in Heckman two-step procedure? > > Probably I'm just blind, but I do really not find an option to do the > "t-test" for rho=0. For example, if I do the command, there is no test > statistic w.r.t. rho: > > . webuse womenwk > . heckman wage educ age, select(married children educ age) twostep > > Heckman selection model -- two-step estimates Number of obs = > 2000 > (regression model with sample selection) Censored obs = > 657 > Uncensored obs = > 1343 > > Wald chi2(2) = > 442.54 > Prob > chi2 = > 0.0000 > > > ---------------------------------------------------------------------------- > -- > | Coef. Std. Err. z P>|z| [95% Conf. > Interval] > > -------------+-------------------------------------------------------------- > -- > wage | > education | .9825259 .0538821 18.23 0.000 .8769189 > 1.088133 > > age | .2118695 .0220511 9.61 0.000 .1686502 > .2550888 > _cons | .7340391 1.248331 0.59 0.557 -1.712645 > 3.180723 > > -------------+-------------------------------------------------------------- > -- > select | > married | .4308575 .074208 5.81 0.000 .2854125 > .5763025 > children | .4473249 .0287417 15.56 0.000 .3909922 > .5036576 > education | .0583645 .0109742 5.32 0.000 .0368555 > .0798735 > > age | .0347211 .0042293 8.21 0.000 .0264318 > .0430105 > _cons | -2.467365 .1925635 -12.81 0.000 -2.844782 > -2.089948 > > -------------+-------------------------------------------------------------- > -- > mills | > lambda | 4.001615 .6065388 6.60 0.000 2.812821 > 5.19041 > > -------------+-------------------------------------------------------------- > -- > rho | 0.67284 > sigma | 5.9473529 > lambda | 4.0016155 .6065388 > > ---------------------------------------------------------------------------- > -- > > > On Wed, Feb 17, 2010 at 8:30 PM, Martin Weiss <martin.weiss1@gmx.de> > wrote: > > > > <> > > > > All the options are arrayed in the help file, so what is the fuss about? > > > > > > HTH > > Martin > > > > > > -----Original Message----- > > From: owner-statalist@hsphsun2.harvard.edu > > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael Boehm > > Sent: Mittwoch, 17. Februar 2010 21:19 > > To: statalist@hsphsun2.harvard.edu > > Subject: st: test for rho=0 in Heckman two-step procedure? > > > > Dear all, > > > > when I run the "heckman depvar [indepvars], select(varlist_s) twostep" > > command I do not get a test for rho=0 (no correlation between errors > > in the selection and the main equation) - contrary to the ML version > > without the [twostep] option. I also do not find an option that > > provides this test and couldn't find anything on a google search. > > > > Can someone help? > > > > Michael > > * > > * 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/ > > > > * > > * 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/ > > > > * > * 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/ > > > * > * 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/ > * * 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/