Dear Stata users,
I'm having problem with my research as I need to use selection model which I use Heckman twostep. However, I tried to re-check my result (co-efficient of lambda) with another method, starting from probit, find lambda, and run OLS regression. I don't know why the results are different. My command is as follows:
Heckman:
heckman ln_real_mth_earnings years_edu age age_square female married urban, select (informal=factory) twostep
Probit:
probit informal factory
predict p_informal
predict arg_lambda, xb
gen lambda=normalden(arg_lambda) / normal(arg_lambda)
reg ln_real_mth_earnings years_edu age age_square female married urban lambda
Could anyone please suggest me on this? Thank you in advance.
I'm having problem with my research as I need to use selection model which I use Heckman twostep. However, I tried to re-check my result (co-efficient of lambda) with another method, starting from probit, find lambda, and run OLS regression. I don't know why the results are different. My command is as follows:
Heckman:
heckman ln_real_mth_earnings years_edu age age_square female married urban, select (informal=factory) twostep
Probit:
probit informal factory
predict p_informal
predict arg_lambda, xb
gen lambda=normalden(arg_lambda) / normal(arg_lambda)
reg ln_real_mth_earnings years_edu age age_square female married urban lambda
Could anyone please suggest me on this? Thank you in advance.
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