小弟是本科生一枚,最近在用HECKMAN两阶段写实证论文,下面是输入了HECKMAN……,SELECT(……)TWOSTEP FIRST命令后出来的结果,对其中用搞不懂的地方,希望各路大神予以指教啊!
Probit regression Number of obs = 480
LR chi2(16) = 92.19
Prob > chi2 = 0.0000
Log likelihood = -280.57286 Pseudo R2 = 0.1411
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stage1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
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gift | -.0000219 .0000126 -1.74 0.082 -.0000466 2.81e-06
borrow | .054485 .042314 1.29 0.198 -.0284489 .1374188
cfriend | .1106787 .0498694 2.22 0.026 .0129365 .208421
corgization | -.012258 .0653458 -0.19 0.851 -.1403334 .1158173
cneighhbood | .1100155 .0680031 1.62 0.106 -.023268 .2432991
hadvocate | .27757 .1733338 1.60 0.109 -.0621581 .6172981
training | -.3250076 .1616305 -2.01 0.044 -.6417975 -.0082177
join | .2547215 .1976613 1.29 0.198 -.1326875 .6421305
atmonphere | -.1042322 .0656294 -1.59 0.112 -.2328634 .024399
rule | .1827148 .0588023 3.11 0.002 .0674644 .2979651
sex | .4575235 .329837 1.39 0.165 -.1889452 1.103992
education | .1015472 .0627457 1.62 0.106 -.0214322 .2245265
area | .0060817 .0031835 1.91 0.056 -.0001578 .0123212
economy1 | .0489596 .0512292 0.96 0.339 -.0514479 .149367
ecology1 | .15443 .0510151 3.03 0.002 .0544422 .2544179
institution | .1130758 .0457396 2.47 0.013 .0234278 .2027238
_cons | -3.448179 .5347948 -6.45 0.000 -4.496357 -2.4
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1.书上说在选择性样本模型中,若R2或ρ接近于0,则使用OLS方法,否则最大似然法,这个R2或ρ指的就是第四行中的Pseudo R2吗?
2.逆米尔斯比不是在HECKMAN两阶段中的第一阶段算出来的吗,为什么我的结果没有出来逆米尔斯比呢?