heckprob.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}
{* 08mar2005}{...}
{cmd:help heckprob}{right:dialog:  {bf:{dialog heckprob}}{space 15}}
{right:also see:  {help heckprob postestimation}}
{hline}

{title:Title}

{p2colset 5 21 23 2}{...}
{p2col :{hi:[R] heckprob} {hline 2}}Probit model with selection{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 17 2}
{cmd:heckprob} {depvar} {indepvars} {ifin} {weight} {cmd:,}
{opt sel:ect}{cmd:(}[{it:depvar_s} {cmd:=}] {it:varlist_s}
[{cmd:,} {opth off:set(varname)} {opt nocon:stant}]{cmd:)}
[{it:options}]

{synoptset 28 tabbed}{...}
{synopthdr}
{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 constant term{p_end}
{synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient constrained to 1{p_end}
{synopt :{cmdab:const:raints(}{it:{help estimation options##constraints():constraints}}{cmd:)}}apply specified linear constraints{p_end}

{syntab :SE/Robust}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {cmd:oim}, {opt r:obust}, {cmd:opg}, {opt boot:strap} or {opt jack:knife}{p_end}
{synopt :{opt r:obust}}synonym for {cmd:vce(robust)}{p_end}
{synopt :{opth cl:uster(varname)}}adjust standard errors for intragroup correlation{p_end}

{syntab :Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt :{opt fir:st}}report first-step probit estimates{p_end}
{synopt :{opt noskip}}perform likelihood-ratio test{p_end}

{syntab :Max options}
{synopt :{it:{help heckprob##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}* {opt select()} is required.{p_end}
{p 5 9 2}The full specification is{break}
     {opt sel:ect}([{it:depvar_s} {cmd:=}] {it:varlist_s} [{cmd:,} {opt off:set(varname)} {opt nocon:stant}]{cmd:)}{p_end}
{p 4 6 2}{it:depvar}, {it:indepvars}, {it:depvar_s}, and {it:varlist_s} may
contain time-series operators; see {help tsvarlist}.{p_end}
{p 4 6 2}{cmd:bootstrap}, {cmd:by}, {cmd:jackknife}, {cmd:rolling},
{cmd:statsby}, {cmd:svy}, and {cmd:xi} are allowed; see {help prefix}.{p_end}
{p 4 6 2}{opt pweight}s, {opt fweight}s, and {opt iweight}s are allowed; see {help weight}.{p_end}
{p 4 6 2}See {help heckprob postestimation} for features available after estimation.{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
{cmd:heckprob} fits maximum-likelihood probit models with sample selection.


{title:Options}

{dlgtab:Model}

{phang}
{opt select(...)} specifies the variables and options for the
selection equation.  It is an integral part of specifying a selection 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 as 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 selected, and those for which {it:depvar_s} is missing are
assumed not selected.

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

{dlgtab:SE/Robust}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{phang}
{opt robust}, {opth cluster(varname)}; see {help estimation options}.
{opt cluster()} can be used with {opt pweight}s to produce estimates for
unstratified cluster-sampled data, but see {helpb "svy:heckprob"} for a command
especially designed for survey data.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options}.

{phang}
{opt first} specifies the first-step probit estimates of the selection equation
be displayed before estimation.

{phang}
{cmd:noskip} specifies that a full maximum-likelihood model with only a
constant for the regression equation be fitted.  This model is not displayed,
but is used as the base model to compute a likelihood-ratio test for the model
test statistic displayed in the estimation header.  By default, the overall
model test statistic is an asymptotically equivalent Wald test that all the
parameters in the regression equation are zero (except the constant).  For
many models, this option can significantly increase estimation time.

{marker maximize_options}{...}
{dlgtab:Max options}

{phang}
{it:maximize_options}: {opt dif:ficult}, {opt tech:nique(algorithm_spec)},
{opt iter:ate(#)}, [{cmdab:no:}]{opt lo:g}, {opt tr:ace}, {opt hess:ian},
{opt grad:ient}, {opt showstep}, {opt tol:erance(#)}, {opt ltol:erance(#)},
{opt gtol:erance(#)}, {opt nrtol:erance(#)}, {opt nonrtol:erance},
{opt from(init_specs)}; see {help maximize}.  These options are seldom used.


{title:Example}

{phang}{cmd:. heckprob raise yrs tenure gender, sel(hire = married kids)}


{title:Also see}

{psee}
Manual:  {bf:[R] heckprob}

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