同求高手解答啊！！！学习用stata都知道到从那开始学习的好

刚刚编写了一个heckman two step的教程，参见下面代码：

/* how to construct Heckman  two step estimator*/

/* step 1: construct the primary equation: y=b0+b1*x1+b2*x2+u;*/
/* in order to avoid endogeneity, assume x1, x2 and u are IID Normal*/
clear
set obs 1000
gen x1=rnormal()
gen x2=rnormal()


/*for comparision purpose, assume b0=3,b1=0.5,b2=2*/
scalar b0=3
scalar b1=0.5
scalar b2=2

/*error term is from normal distribution*/
gen u=rnormal()

/*get simulated values of y*/
gen y=b0+b1*x1+b2*x2+u


/* step2: construct the selection function: dstar=c0+c1*x1+c2*x2+c3*z+v */
gen z=rnormal()
gen v=rnormal()
scalar c0=0.4
scalar c1=0.2
scalar c2=0.3
scalar c3=0.4
gen dstar=c0+c1*x1+c2*x2+c3*z+v

/* d=1 if dstar>0 and 0 otherwise*/
gen d=dstar>=0
replace y=. if d==0

/*step 3: do probit regression to get normalpdf(dhat)/normalcdf(dhat), or n1/n2*/
probit d x1 x2 z
predict dhat,xb
gen n1=normalden(dhat)
gen n2=normal(dhat)
gen gamma=n1/n2

/*step 4: put gamma into primary equation, and then do OLS;compare with no correction term*/
reg y x1 x2 gamma
reg y x1 x2

/*step 5: use STATA Package to compare the results*/
heckman y x1 x2, twostep select(d= x1 x2 z)
reg y x1 x2 gamma

https://bbs.pinggu.org/thread-1257841-1-1.html

https://bbs.pinggu.org/thread-461658-1-1.html

语法是：heckman depvar [indepvars] [if] [in], twostep select([depvar_s =] varlist_s [, noconstant]) [heckman_ts_options]
建议你看帮助文档里的示例，通过use网络数据，看看示例里的数据结构是怎么设置的，根据示例模仿，很容易操作的。

难道不能手动两步依次回归吗

Biprobit有木有lamba呢？

你好，看了你的程序很清晰，非常感谢，但是还有一个问题想请教一下，step5 里面的那个直接可以heckman运行出来的程序运行后，然后reg y x1 x1 gamma，请问这个gamma是哪里来的呢  是从第四步得来的吗？