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| From | "Garrido, Melissa" <melissa.garrido@mssm.edu> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Binary Choice Panel Data Model with Sample Selection. |
| Date | Fri, 11 Feb 2011 15:28:25 +0000 |
Hi Ippab - See http://www.stata.com/support/faqs/stat/xt_boot.html for a suggestion on dealing with standard errors in panel data. You can use the vce option with heckprob. Also, have you played around with your model at all to see what is causing your model not to converge? Maarten Buis gives some good examples of what to look for in: http://www.stata.com/statalist/archive/2010-08/msg00847.html. That discussion refers to an ivprobit model, but the same issues are relevant here. Assuming you want the marginal effect of explanatory variables on your outcome variable, given a value of 1 for the selection equation, I believe you can use: margins, predict (pcond) dydx(*) vce() where you would include the same options for vce that you do in the heckprob equation. I'm not completely certain on this last point - hopefully others have suggestions for you as well. Melissa -------------------------------------------------------------------- Melissa Garrido, PhD Research Health Science Specialist GRECC/REAP, James J Peters VA Medical Center 130 West Kingsbridge Road Bronx, NY 10468 718-584-9000 x 3804 melissa.garrido@va.gov Assistant Professor Brookdale Department of Geriatrics & Palliative Medicine Box 1070 Mount Sinai School of Medicine One Gustave L. Levy Place New York, NY 10029 melissa.garrido@mssm.edu ----------------------------------------------------------------------------