Dear all,
I am using Stata 14 and have some questions regarding the commands -Heckman-, -margins- and -outreg2-.
I am trying to produce tables of my regression results using outreg2.
I am running Stata's Heckman and margins command, using following code:
However, I would like my output table to include estimates from the original regression, and not just the marginal effects. I read up on Outreg2 and understand that it's possible to create local macros after running -Heckman- in order to store estimates of e.g. lambda and rho, and include it in the outreg2 output using the addstat command, according to:
Which makes the output look like:
However, I would also like to display the standard error of rho, which is displayed at the bottom of the output table after Heckman, i.e.:
In the Stata help file on Heckman, I can't find that estimate stored, though. Does anyone know if it is possible to write a command for including it in the outreg2? I know from the helpfile that the standard error of rho is computed using the delta method, does that help me in any way?
Best regards,
Hanna Lindström
I am using Stata 14 and have some questions regarding the commands -Heckman-, -margins- and -outreg2-.
I am trying to produce tables of my regression results using outreg2.
I am running Stata's Heckman and margins command, using following code:
Code:
heckman y1 `heckvarlist', /// select(sel=`probvarlist') vce(cluster id) first margins, dydx(`heckvarlist') predict(ycond) atmean post outreg2 using "myfile.xls", append ctitle(dy/dx Second stage pooled Heckman) dec(3)
Code:
heckman y1 `heckvarlist', /// select(sel=`probvarlist') vce(cluster id) first local Lambda=e(lambda) local Selambda=e(selambda) local rho=e(rho) outreg2 using "myfile.xls", adds(Lambda, `Lambda', Selambda, `Selambda', rho, `rho') append ctitle(dy/dx Second stage pooled Heckman) dec(3)
HTML Code:
VARIABLES dy/dx Second stage pooled Heckman x1 0.712*** (0.029) x2 0.239*** (0.067) x3 0.201*** (0.063) x4 -0.619*** (0.158) x5 0.362*** (0.140) x6 0.028 (0.033) Observations 3,480 Lambda -4.405 Selambda 0.512 rho -0.615 Standard errors in parentheses *** p<0.01, ** p<0.05, * p<0.1
However, I would also like to display the standard error of rho, which is displayed at the bottom of the output table after Heckman, i.e.:
HTML Code:
_cons | 2.610507 .8621316 3.03 0.002 .9207605 4.300254 -------------+---------------------------------------------------------------- /athrho | -.7173276 .0944943 -7.59 0.000 -.902533 -.5321223 /lnsigma | 1.968422 .0338867 58.09 0.000 1.902005 2.034839 -------------+---------------------------------------------------------------- rho | -.6152512 .058725 -.717529 -.4870017 sigma | 7.159369 .2426076 6.699314 7.651017 lambda | -4.404811 .5117772 -5.407875 -3.401746 ------------------------------------------------------------------------------ Wald test of indep. eqns. (rho = 0): chi2(1) = 57.63 Prob > chi2 = 0.0000
Best regards,
Hanna Lindström