Re: st: RE: statistics in heckman

[joachim jarreau <joachim.jarreau@gmail.com>]

thank you very much.

joachim

On Fri, Jul 29, 2011 at 11:46 AM, Mauro Mastrogiacomo
<M.Mastrogiacomo@cpb.nl> wrote:
> Hi
> Sigma is the standard deviation of the error term in the regression equation. It is estimated as lnsigma (for technical reasons) and then transformed in sigma for your convenience.
> mauro
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of joachim jarreau
> Sent: vrijdag 29 juli 2011 11:29
> To: statalist@hsphsun2.harvard.edu
> Subject: st: statistics in heckman
>
> Hello,
>
> could anyone please explain to me what the 'sigma' is in results of
> the heckman procedure? (It's actually lnsigma which is reported).
>
> 'rho' is the estimated coefficient on the inverse mills ratio, ok.
> But I could not gather what sigma is, there is nothing with this name
> in my textbook, section on the heckit.
>
> The standard error on rho?
>
> Thank you in advance,
>
> joachim
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