Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Antwort: st: 'mills' output is missing for heckman regression
From
Richard Ochmann <[email protected]>
To
[email protected]
Subject
Antwort: st: 'mills' output is missing for heckman regression
Date
Fri, 14 May 2010 10:20:59 +0200
all I can see here is that at your 'problem 2' you try to -display-
variables which won't work.
-heckman- generates a variable for the Mills ratio and then you generate
another variable from it in:
> . gen Dpr200412=mills200412*(mills200412+selpr200412)
So, go for e.g.:
***
sum Dpr200412 mills200412
***
best, rich
[email protected] schrieb am 13.05.2010 05:52:02:
> Hi,
>
> I have two problems of calculating the marginal effects of
> coefficients from a heckman regression.
>
> here is my coding:
> xi: heckman lnincome male i.edunew2 urban2 inearthquake certi hr07
> ages2 dep_ratio i.occupation ///
> if ad01==8 & hr07>=16 & inlist(od04,0,1) ///
> [pweight=expweigh] ///
> , select (male i.edunew2 i.hhecosta inearthquake urban2) ///
> mills(mills200411)
> margins male i.edunew2 urban2 inearthquake
> predict selpr200411, psel
> gen Dpr200411=mills200411*(mills200411+selpr200411)
> display Dpr200411
>
> problem 1, margins command doesn't work at all. the effor message is
> 'factor male not found in e(b)'.
> does anyone know how to use margins command after heckman regression?
>
>
> problem 2, then I cut off the margins command, and calculate the
> marginal effects by hand. but the 'Dpr200411' doesn't show up, it
> comes back with only '.' instead of a figure. Then I 'display
> mills200411', the '.' appears again. But there is a output when i
> 'display selpr200411'.
> the new code is:
> xi: heckman lnincome male i.edunew2 urban2 inearthquake certi hr07
> ages2 dep_ratio i.occupation ///
> if ad01==8 & hr07>=16 & inlist(od04,0,1) ///
> [pweight=expweigh] ///
> , select (male i.edunew2 i.hhecosta inearthquake urban2) ///
> mills(mills200411)
> predict selpr200411, psel
> gen Dpr200411=mills200411*(mills200411+selpr200411)
> display Dpr200411
>
> here is the output:
> i.edunew2 _Iedunew2_0-4 (naturally coded; _Iedunew2_0
omitted)
> i.occupation _Ioccupatio_0-6 (naturally coded; _Ioccupatio_0
omitted)
> i.hhecosta5000 _Ihhecosta5_0-3 (naturally coded; _Ihhecosta5_0
omitted)
> note: _Ioccupatio_6 omitted because of collinearity
>
> Iteration 0: log pseudolikelihood = -29511151 (not concave)
> Iteration 1: log pseudolikelihood = -27814870
> Iteration 2: log pseudolikelihood = -27377953 (not concave)
> Iteration 3: log pseudolikelihood = -26636133
> Iteration 4: log pseudolikelihood = -26458324
> Iteration 5: log pseudolikelihood = -26454536
> Iteration 6: log pseudolikelihood = -26454530
> Iteration 7: log pseudolikelihood = -26454530
>
> Heckman selection model Number of obs =
8179
> (regression model with sample selection) Censored obs =
6890
> Uncensored obs =
1289
>
> Wald chi2(15) =
96.10
> Log pseudolikelihood = -2.65e+07 Prob > chi2 =
0.0000
>
>
------------------------------------------------------------------------------
> | Robust
> lnincome | Coef. Std. Err. z P>|z| [95%
Conf.Interval]
>
-------------+----------------------------------------------------------------
> lnincome |
> male | -.0770914 .0420301 -1.83 0.067 -.1594688
.0052859
> _Iedunew2_1 | -.151851 .0561303 -2.71 0.007 -.2618645
-.0418376
> _Iedunew2_2 | -.2193169 .0574577 -3.82 0.000 -.3319319
-.1067018
> _Iedunew2_3 | -.2828423 .0740978 -3.82 0.000 -.4280715
-.1376132
> _Iedunew2_4 | .3236262 .2218939 1.46 0.145 -.1112778
.7585302
> urban2 | .0602396 .0467554 1.29 0.198 -.0313993
.1518785
> inearthquake | -.1362456 .0370262 -3.68 0.000 -.2088156
-.0636757
> certi | .0316799 .0637047 0.50 0.619 -.093179
.1565388
> hr07 | .0346725 .0086475 4.01 0.000 .0177237
.0516213
> ages2 | -.0504113 .0112049 -4.50 0.000 -.0723725
-.0284502
> dep_ratio | -.2012548 .0757752 -2.66 0.008 -.3497714
-.0527382
> _Ioccupati~1 | .1470003 .0750557 1.96 0.050 -.0001063
.2941068
> _Ioccupati~2 | .3799047 .1064299 3.57 0.000 .171306
.5885035
> _Ioccupati~3 | .0955231 .0798577 1.20 0.232 -.0609951
.2520413
> _Ioccupati~4 | .1403077 .0831009 1.69 0.091 -.0225672
.3031825
> _Ioccupati~6 | (omitted)
> _cons | 6.630357 .2008758 33.01 0.000 6.236648
7.024066
>
-------------+----------------------------------------------------------------
> select |
> male | .5482426 .0394785 13.89 0.000 .4708661
.625619
> _Iedunew2_1 | .4617968 .0549549 8.40 0.000 .3540871
.5695065
> _Iedunew2_2 | .7589722 .0486543 15.60 0.000 .6636116
.8543329
> _Iedunew2_3 | 1.236086 .0688923 17.94 0.000 1.101059
1.371112
> _Iedunew2_4 | -.4383474 .2718042 -1.61 0.107 -.9710739
.0943792
> _Ihhecosta~1 | .588973 .0505102 11.66 0.000 .489975
.6879711
> _Ihhecosta~2 | .2846132 .0427787 6.65 0.000 .2007686
.3684578
> _Ihhecosta~3 | .2546093 .0601532 4.23 0.000 .1367111
.3725075
> inearthquake | .1958563 .0450808 4.34 0.000 .1074996
.2842131
> urban2 | .439123 .0471768 9.31 0.000 .3466581
.5315879
> _cons | -2.084462 .0427642 -48.74 0.000 -2.168278
-2.000645
>
-------------+----------------------------------------------------------------
> /athrho | -1.118788 .085606 -13.07 0.000 -1.286573
-.9510036
> /lnsigma | -.3448958 .0395288 -8.73 0.000 -.4223709
-.2674207
>
-------------+----------------------------------------------------------------
> rho | -.807147 .0298349 -.8582264
-.740237
> sigma | .7082942 .027998 .6554909
.765351
> lambda | -.5716975 .0419986 -.6540133
-.4893818
>
------------------------------------------------------------------------------
> Wald test of indep. eqns. (rho = 0): chi2(1) = 170.80 Prob > chi2 =
0.0000
>
------------------------------------------------------------------------------
>
> . predict selpr200412, psel
> (32284 missing values generated)
>
> . gen Dpr200412=mills200412*(mills200412+selpr200412)
> (159277 missing values generated)
>
> . display Dpr200412
> .
>
> . display selpr200412
> .30568352
>
> . display mills200412
> .
>
>
> does any one know what's going on??
>
> thanks a lot
>
>
>
>
> --
> Best
>
> 刘京 Jing LIU
>
> *
> * 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/