In the latest update of Stata 15 (from Feb 20, 2019), models with ancillary parameters can cause problems in estimates table and estout/esttab. Example:

Code:
. webuse womenwk

. qui heckman wage educ age, select(married children educ age) twostep

. est sto m1

. qui heckman wage i.educ age, select(married children i.educ age) twostep

. est sto m2

. estimates table m1 m2
/mills not found
r(111);
The problem is due to a change in command mat_capp, which is used by estimates table and estout/esttab to merge models.

Jeff Pitblado (Stata Corp) gave me the following explanation + workaround until a fixed Stata update is released:
The change [...] was intentional [...], it also fixed a problem -estimates
table- was having with -sem- results. I figured out where the problem in
-mat_capp- is and have a fix. I do not know yet when the next ado-file update
in Stata 15 will happen, but I will push for one soon.

In the mean time, I've attached the "fixed" mat_capp.ado file. Just put it in
the ado/base/ folder (but not in the m/ folder). Start up a new Stata 15
session and -estimates table- should work properly. This file will get replaced
by the officially "fixed" one in the next update.


The mentioned file is attached.

ben