Which tests after -heckman- and -outreg2-?

[Peter Meier]

Dear all,

I run regress characteristics of a firm's offers on client and firm characteristics. Since the firm does not make an offer to every client in the first place, I think I need to control for selection of who gets an offer, so I have run a Heckman specification where I add to the selection equation 2 additional variables that can be argued to affect who receives an offer at all, but not to affect the offer characteristics. I then export results into Stata using Roay Wada's -outreg2-.

Now I'm trying to understand which tests, beyond verbally explaining my exclusion restriction, I need to provide to show how sensible this Heckman specification is, and how to implement these in Stata. I feel a bit strange to ask here, but I'm afraid the answer was not sufficiently clear to me after reading the "heckman" help file. Therefore I would be extremely grateful for any help here.

From the results Stata stores after -heckman- in e() format, I can add -e(lambda)- as an option to the -outreg2- output, but strangely I cannot add e(lambdase), e(p), e(rho) or e(sigma). Should I use any of these as well, and if so how do I best export these with my regression tables into Excel?

Thank you so much and apologies if you find my question in any way weird,
PM

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output and sample data using dataex.

Your posting is a bit confusing. Is the issue outputting stuff using outreg2? Without your code and not being able to recreate your problem, we can't do much to help you. outreg2 does allow the addition of stats - here is an example of the addstat statement

addstat( R-sq within, e(r2_w), R-sq between,e(r2_b) , R-sq overall, e(r2_o), AR coeff,e(rho_ar) )