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st: Confusion about predict after -selmlog-


From   dan liu <[email protected]>
To   [email protected]
Subject   st: Confusion about predict after -selmlog-
Date   Sat, 4 Jun 2011 12:31:07 +0200

Dear Statalist:
     I adopt a user-written program "selmlog" to estimate the multinomial
logit model. Using lee's method to correct selection bias problem. After I
run "selmlog", I would like to predict the outcome (expenditure, contineous
variable) in the main interesting equation. However, stata always report
error. My case is as following:
    (1). I use the following command to estimate
      selmlog lgexp0 X if lgexp0>0, select(treattype=Z) lee wls boot(50)
showmlogit mloptions(rrr level(95) base(0)) gen(rho_0)
     Here, "X" and "Z" respectively presents independent variables which
affect choices and outcomes (Z>X)
    (2). Then, I try to use commond "predict exphat"
    stata reports "variable _m0 not found r(111); "

    I notice that there is "_m0" appear in the estimated results, but not
generated a new variable in the dataset. I don't know why? How can I do it
in the right way?

Thank you very much

Dan

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