xtheckman output inverse mills ratio

[Alireza Rahimzadeh]

Dear all

I noticed that there is no option for xtheckman command such as mills in heckman in order to save inverse mills ratio output. Do you know any solution or manual calculations to do that? Thanks

[Fei Wang]

If the definition of IMR under -xtheckman- is identical to that under -heckman- (I'm not sure), you may calculate IMR as below.

xtheckman ..., select(...)
predict xb, xbsel
gen imr = normalden(xb)/normal(xb)