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
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