Hello,
How does Stata calculate the Inverse Mill Ratio (IMR)?
Here I got different values from the Stata post-estimation option
and the direct calculation of the ratio.
Please check the following:
Here we can get the values of IMR in
.
Now let's calculate it directly:
probit married children age education
predict xx, xb
gen pdf=normalden(xx)
gen cdf=normal(xx)
gen millrat=pdf/cdf
replace millrat=pdf/(cdf-1) if married==0
Here, we get IMR in
.
Now if we look at estimated
and
together using the following command, they look different.
Does anyone know what is wrong?
Best regards,
Hossein
How does Stata calculate the Inverse Mill Ratio (IMR)?
Here I got different values from the Stata post-estimation option
mills(lambda)
Please check the following:
webuse womenwk,clear reg wage education age married heckman wage education age married, select(married children age education) twostep mills(lambda)
lambda
Now let's calculate it directly:
probit married children age education
predict xx, xb
gen pdf=normalden(xx)
gen cdf=normal(xx)
gen millrat=pdf/cdf
replace millrat=pdf/(cdf-1) if married==0
millrat
Now if we look at estimated
millrat
lambda
edit millrat lambda
Does anyone know what is wrong?
Best regards,
Hossein
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