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st: execution of the heckman command
From
Diane Dancer <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: execution of the heckman command
Date
Wed, 7 Dec 2011 10:12:54 +1100
HI
I have run these models before and had success but can no longer do this.
I have a continuous variable, grade, and a dichotomous variable, hv110.
In the first probit stage I use the hv110 variable and then use the censored observations in the second stage using OLS with the grade variable as the y variable
I have checked the reference manuals to make sure I have the correct y variables in the different commands.
My commands are as follows
#delimit ;
capture log close;
log using p:\aresearch\jtresearch\Lesotho2004\2011\lesotho080411.log, replace;
use p:\aresearch\jtresearch\Lesotho2004\2011\lesothoddv080411.dta;
summarize hv110 grade;
heckman grade hv105 hv1052 male foothill mountain kids5 /*
*/hhsize femalehh wealth2 wealth3 wealth4 wealth5 mprim msechigher mnotworking; /*
select(hv110 hv105 hv1052 male urban foothill mountain kids5 /*
*/femalehh wealth2 wealth3 wealth4 wealth5) vce(cluster clus);
I have removed two rows of variables for ease of explanation.
I keep getting this response from Stata option select() required.
Today, I have imported the data using a text file into Stata and run the program which gives this result.
do "C:\DOCUME~1\dianed\LOCALS~1\Temp\STD01000000.tmp"
. heckman grade = hv105 hv1052 male foothill mountain kids5 /*
> */hhsize femalehh wealth2 wealth3 wealth4 wealth5 mprim msechigher mnotworking
> ; /*
> select(hv110 = hv105 hv1052 male urban foothill mountain kids5 /*
> */femalehh wealth2 wealth3 wealth4 wealth5) vce(cluster clus);
end of do-file
I would be very grateful for any help.
Regards
Diane Dancer
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