I'm running a Heckman selection model based on a heckprob. I have some categorical variables such as grup_ha grupo_edad niveleducativo and the rest of them are dichotomous variables.
I can notice in my results that only approximately 15% of the sample are uncensored observations. So I'm not sure whether this is helping to explatin the whole behavior. Even more so if the model is appropiate.
Because χ 2 = 57.35, this clearly justifies the Heckman selection equation with these data, but I'm not sure yet about it and I can't find much literature about this kind of model. Could anyone tell me how to Interpret these heckprobit results? I suppose I have to interpret as a probit model.
Thank you!
Code:
. heckprob cred_o_fin_aprob i.regiones_co sexo tenenciapropia cuidadotierrayanim existeinfraestructura acceso_sistderiego accesoenergia desti
> noventa recibir_asistenciaoasesoria grup_ha niveleducativo grupo_edad, select( soli_cred_o_fin2013=grup_ha sexo grupo_edad sabeleeryesc) vc
> e(robust)
Fitting probit model:
Iteration 0: log pseudolikelihood = -31412.985
Iteration 1: log pseudolikelihood = -30745.027
Iteration 2: log pseudolikelihood = -30740.017
Iteration 3: log pseudolikelihood = -30740.017
Fitting selection model:
Iteration 0: log pseudolikelihood = -245658.48
Iteration 1: log pseudolikelihood = -242017.34
Iteration 2: log pseudolikelihood = -241997.85
Iteration 3: log pseudolikelihood = -241997.85
Fitting starting values:
Iteration 0: log pseudolikelihood = -61035.075
Iteration 1: log pseudolikelihood = -30953.04
Iteration 2: log pseudolikelihood = -30710.317
Iteration 3: log pseudolikelihood = -30709.844
Iteration 4: log pseudolikelihood = -30709.844
Fitting full model:
Iteration 0: log pseudolikelihood = -272920.09
Iteration 1: log pseudolikelihood = -272709.04 (not concave)
Iteration 2: log pseudolikelihood = -272708.68 (backed up)
Iteration 3: log pseudolikelihood = -272707.97
Iteration 4: log pseudolikelihood = -272707.92
Iteration 5: log pseudolikelihood = -272707.91
Iteration 6: log pseudolikelihood = -272707.91
Probit model with sample selection Number of obs = 571,952
Censored obs = 483,897
Uncensored obs = 88,055
Wald chi2(15) = 1092.15
Log pseudolikelihood = -272707.9 Prob > chi2 = 0.0000
---------------------------------------------------------------------------------------------
| Robust
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------------------------+----------------------------------------------------------------
cred_o_fin_aprob |
regiones_co |
Caribe | -.3207418 .0201058 -15.95 0.000 -.3601483 -.2813352
Pacifico | .075082 .0145369 5.16 0.000 .0465902 .1035738
Oriental | .1377078 .0150459 9.15 0.000 .1082184 .1671973
Orinoco-Amazonia | -.2023915 .0241538 -8.38 0.000 -.2497322 -.1550508
|
sexo | -.0885042 .0142334 -6.22 0.000 -.1164013 -.0606072
tenenciapropia | .0716722 .0120028 5.97 0.000 .0481471 .0951974
cuidadotierrayanim | .1055903 .0179416 5.89 0.000 .0704253 .1407552
existeinfraestructura | .0249654 .0102271 2.44 0.015 .0049206 .0450102
acceso_sistderiego | .0202652 .0134314 1.51 0.131 -.0060599 .0465903
accesoenergia | .0666022 .0110267 6.04 0.000 .0449903 .0882141
destinoventa | -.0020524 .01243 -0.17 0.869 -.0264148 .0223099
recibir_asistenciaoasesoria | .111292 .0118058 9.43 0.000 .0881531 .1344309
grup_ha | -.8661633 .8533362 -1.02 0.310 -2.538672 .8063449
niveleducativo | -.0214992 .0051078 -4.21 0.000 -.0315102 -.0114881
grupo_edad | -.0740636 .0065678 -11.28 0.000 -.0869362 -.061191
_cons | 2.724741 .8553536 3.19 0.001 1.048278 4.401203
----------------------------+----------------------------------------------------------------
soli_cred_o_fin2013 |
grup_ha | -.0262168 .4370274 -0.06 0.952 -.8827748 .8303412
sexo | .1801206 .0046461 38.77 0.000 .1710145 .1892267
grupo_edad | .0252196 .002117 11.91 0.000 .0210703 .0293689
sabeleeryesc | .4375166 .0060783 71.98 0.000 .4256034 .4494298
_cons | -1.567543 .4371122 -3.59 0.000 -2.424268 -.7108193
----------------------------+----------------------------------------------------------------
/athrho | -.4703892 .0621132 -7.57 0.000 -.5921288 -.3486496
----------------------------+----------------------------------------------------------------
rho | -.4385137 .0501692 -.5314249 -.3351774
---------------------------------------------------------------------------------------------
Wald test of indep. eqns. (rho = 0): chi2(1) = 57.35 Prob > chi2 = 0.0000
end
No comments:
Post a Comment