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. heckman ly lgdp lgdpp gdpg ore fuel lpatent lgov lang ldis ltrade ,select( y= lgdp lgdpp gdpg ore fuel lpatent lgov lang ldis l
> trade entcost)nolog mills(m)
Heckman selection model Number of obs = 1,547
(regression model with sample selection) Selected = 249
Nonselected = 1,298
Wald chi2(10) = 31.84
Log likelihood = -1076.057 Prob > chi2 = 0.0004
Coef. Std. Err. z P>z [95% Conf. Interval]
ly
lgdp .3911429 .3012977 1.30 0.194 -.1993897 .9816754
lgdpp .3893933 .3161943 1.23 0.218 -.2303361 1.009123
gdpg -.1280842 .0603508 -2.12 0.034 -.2463696 -.0097988
ore -.0016457 .0204049 -0.08 0.936 -.0416387 .0383472
fuel .0216117 .0123791 1.75 0.081 -.0026508 .0458742
lpatent .0524556 .1178947 0.44 0.656 -.1786138 .2835251
lgov .829862 .501942 1.65 0.098 -.1539263 1.81365
lang -.540912 1.081965 -0.50 0.617 -2.661525 1.579701
ldis -.0975233 .2289926 -0.43 0.670 -.5463405 .351294
ltrade 8.013293 2.778216 2.88 0.004 2.56809 13.4585
_cons -7.057804 9.488682 -0.74 0.457 -25.65528 11.53967
y
lgdp .3614115 .0465546 7.76 0.000 .2701661 .4526569
lgdpp .123626 .0646006 1.91 0.056 -.0029889 .2502409
gdpg -.0157748 .0125502 -1.26 0.209 -.0403727 .0088231
ore .007201 .00406 1.77 0.076 -.0007565 .0151585
fuel -.0001463 .0022789 -0.06 0.949 -.0046128 .0043203
lpatent .0432878 .0233481 1.85 0.064 -.0024736 .0890493
lgov -.1789601 .1103145 -1.62 0.105 -.3951726 .0372525
lang 1.419717 .2154335 6.59 0.000 .9974753 1.841959
ldis .0273419 .0431651 0.63 0.526 -.0572601 .1119439
ltrade 2.929107 .5721607 5.12 0.000 1.807693 4.050521
entcost .2291073 .0958906 2.39 0.017 .0411653 .4170493
_cons -12.47252 1.167007 -10.69 0.000 -14.75982 -10.18523
/athrho .2890937 .3043739 0.95 0.342 -.3074681 .8856556
/lnsigma 1.041416 .0714171 14.58 0.000 .9014407 1.18139
rho .2813005 .2802888 -.298132 .7092413
sigma 2.833225 .2023407 2.463149 3.258903
lambda .7969874 .8392182 -.84785 2.441825
LR test of indep. eqns. (rho = 0): chi2(1) = 0.71 Prob > chi2 = 0.3996
最佳答案
笑看苍穹good 查看完整内容
看LR检验 对应的P值为0.39,不显著,表明不存在样本自选择偏差的问题。这个考察的是样本自选择的问题,不是模型的问题。