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st: st: Meaning of "." in Heckman Selection Models


From   "Clifton Chow" <[email protected]>
To   [email protected]
Subject   st: st: Meaning of "." in Heckman Selection Models
Date   Sat, 09 Jun 2012 12:51:45 -0500

I just ran a two-step Heckman selection model and a peculiar result came out on the explanatory variable of interest in the selection equation.  Does someone know what a series of dots "." means in this context?  How should it be interpreted and reported?

Here's the brief output from the results with X1 (a binary variable coded as 0 and 1) being my explanatory variable of interest.

Heckman logwage X1 X2 X3 if female==1, select (x1 X2 X3 X4 X5) twostep

LogWage Equation:
 X1 |  -.1290917   .0582952    -2.21   0.027    -.2433481   -.0148353
 X2 |  -.1528716   .0649873    -2.35   0.019    -.2802444   -.0254987
 X3 |   .1183843   .0684327     1.73   0.084    -.0157413    .2525098

Selection Equation:
select
 X1 |   7.762731          .        .       .            .           .
 X2 |    .004973   .2220277     0.02   0.982    -.4301933    .4401393
 X3 |   .0188622    .238641     0.08   0.937    -.4488655    .4865898
 X4 |   .0196796   .1978019     0.10   0.921     -.368005    .4073641
 X5 |  -.0548543   .0817834    -0.67   0.502    -.2151467    .1054382

mills      |
 lambda |  -.1344637   .0808789    -1.66   0.096    -.2929834    .0240561
-------------+----------------------------------------------------------------
      rho |   -0.38535
   sigma |  .34893481
 lambda | -.13446366   .0808789

Thanks
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