svy_heckman.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 29mar2005}{...}
{cmd:help svy: heckman}{...}
{right:dialog:  {bf:{dialog svy_heckman}}{space 16}}
{right:also see:  {help "svy: heckman postestimation"}}
{hline}

{title:Title}

{p2colset 5 27 29 2}{...}
{p2col :{hi:[SVY] svy: heckman} {hline 2}}Heckman
selection model for survey data{p_end}
{p2colreset}{...}


{title:Syntax}

{pstd}
Basic syntax

{phang2}
{cmd:svy}{cmd::} {cmd:heckman} {depvar} [{indepvars}]
	{cmd:,} {opt sel:ect([depvar_s =] varlist_s)}


{pstd}
Full syntax

{phang2}
{cmd:svy} [{it:vcetype}] [{cmd:,} {it: svy_options}]
{cmd::} {cmd:heckman} {depvar} [{indepvars}] {ifin}{cmd:,}
	{opt sel:ect}{cmd:(}[{it:depvar_s} =] {it:varlist_s}
		[{cmd:,}
			{opt off:set(varname)}
			{opt noc:onstant}
		]{cmd:)}
	{bind:[{it:options}]}

{synoptset 25 tabbed}{...}
INCLUDE help svy_optable


{synopthdr:options}
{synoptline}
{syntab:Model}
{p2coldent :* {opt sel:ect()}}specify
	selection equation dependent and independent variables; whether to
	have constant term and offset variable{p_end}
{synopt :{opt nocon:stant}}suppress the constant term{p_end}
{synopt :{opt off:set(varname)}}include
	{it:varname} in model with coefficient constrained to 1{p_end}
{synopt :{opt const:raints(constraints)}}apply
	specified linear constraints{p_end}

{syntab:Reporting}
{synopt :{opt ns:hazard(newvarname)}}generate
	nonselection hazard variable{p_end}
{synopt :{opt m:ills(newvarname)}}synonym for {opt nshazard()}{p_end}

{syntab:Max options}
{synopt :{it:{help maximize:maximize_options}}}control
	the maximization process; seldom used{p_end}
{synoptline}
{pstd}
* {opt select()} is required.  The full specification is{p_end}
{pmore}
{opt sel:ect}{cmd:(}[{it:depvar_s} {cmd:=}] {it:varlist_s} [{cmd:,}
{opt off:set(varname)} {opt noc:onstant}]{cmd:)}
{p2colreset}{...}


{title:Description}

{pstd}
{cmd:svy: heckman} fits regression models with selection for complex
survey data;
see {helpb heckman} for a description of this model involving nonsurvey data,
and {helpb "svy: heckprob"} for probit regression with selection for survey
data.


{title:Options}

{phang}
{it:svy_options}; see {helpb svy}.

{dlgtab:Model}

{phang}
{opt select(...)} specifies the variables and options for the selection
equation.  It is an integral part of specifying a Heckman model and is
required.  The selection equation should contain at least one variable that is
not in the outcome equation.

{pmore}
If {it:depvar_s} is specified, it should be coded at 0 or 1, 0 indicating an
observation not selected and 1 indicating a selected observation.  If
{it:depvar_s} is not specified, observations for which {it:depvar} is not
missing are assumed to be selected, and those for which {it:depvar} is missing
are assumed to be not selected.

{phang}
{opt noconstant}, {opt offset(varname)}, {opt constraints(constraints)};
see {help estimation options}.

{dlgtab:Reporting}

{phang}
{opt nshazard(newvarname)} and {opt mills(newvarname)}
are synonyms; either will create a new variable containing the nonselection
hazard--what Heckman (1979) refers to as the inverse of the Mills' ratio--from
the selection equation.  The nonselection hazard is computed from the
estimated parameters of the selection equation.

INCLUDE help svy_ml_maximize_options


{title:Examples}

{phang}
{cmd:. webuse svywomenwk}
{p_end}
{phang}
{cmd:. svyset}
{p_end}
{phang}
{cmd:. svy: heckman wage educ age, select(married children educ age)}
{p_end}


{title:Also see}

{psee}
Manual:  {bf:[SVY] svy: heckman}

{psee}
Online:  {help "svy: heckman postestimation"};{break}
{helpb heckman},
{helpb "svy: heckprob"},
{helpb "svy: probit"},
{helpb "svy: regress"}
{p_end}