Dear Stata Users,
Stata15 add the extended regression command to its arsenal. According to ERM manual, -eregress- provides features of some existing command, -heckman- for example. But when I implement them using the same dataset, the two command give different results. Can anyone tell me why? And I know this apparent difference was perhaps due to my lack of basic statistical knowledge. So any correction will be welcome. Thank you.
Stata15 add the extended regression command to its arsenal. According to ERM manual, -eregress- provides features of some existing command, -heckman- for example. But when I implement them using the same dataset, the two command give different results. Can anyone tell me why? And I know this apparent difference was perhaps due to my lack of basic statistical knowledge. So any correction will be welcome. Thank you.
Code:
heckman y x, select(s1 x z) /*Is Equivalent To (c.f ERM Manual P46)*/ eregress y x, select(s1 = x z)
Code:
webuse womenwk heckman wage educ age, select(married children educ age) est store heckman eregress wage educ age, select(married= children educ age) est store eregress esttab heckman eregress, type nonumber nobase mtitles star