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  • problems with inverse mills ratio when using heckman.

    I have a question.when I am dealing with the classical sample selection problem,I will do

    probit z $zlist
    predict xb,xb
    gen mylambda = normalden(xb) / normal(xb) if z=1
    replace mylambda = -normalden(xb) / normal(-xb) if z=0
    reg wage $xlist mylambda if z==1
    predict predictwage,xb


    But when I use the heckman command, and save the lambda

    heckman wage $xlist,select(z=$zlist) twostep m(lambda)


    It seems that lambda= normalden(xb) / normal(xb) for everyone.
    And this problem will associate with the problem of predicted wages for the unemployed.

    Which one is right?

    I am looking forward for your help
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