Bookmark and Share

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]

Re: st: RE: statistics in heckman


From   joachim jarreau <[email protected]>
To   [email protected]
Subject   Re: st: RE: statistics in heckman
Date   Fri, 29 Jul 2011 12:12:35 +0200

thank you very much.

joachim

On Fri, Jul 29, 2011 at 11:46 AM, Mauro Mastrogiacomo
<[email protected]> 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: [email protected] [mailto:[email protected]] On Behalf Of joachim jarreau
> Sent: vrijdag 29 juli 2011 11:29
> To: [email protected]
> 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
> *
> *   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/
>
> --
> ================================================================================
> Dit bericht kan informatie bevatten die niet voor u is bestemd. Indien u niet
> de geadresseerde bent of dit bericht abusievelijk aan u is toegezonden, wordt
> u verzocht dat aan de afzender te melden en het bericht te verwijderen.
> De Staat aanvaardt geen aansprakelijkheid voor schade, van welke aard ook, die
> verband houdt met risico's verbonden aan het elektronisch verzenden van
> berichten.
>
> This message may contain information that is not intended for you. If you are
> not the addressee or if this message was sent to you by mistake, you are
> requested to inform the sender and delete the message. The State accepts no
> liability for damage of any kind resulting from the risks inherent in the
> electronic transmission of messages.
> ================================================================================
>
> *
> *   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index