接 Sungmoo
Heckman stage-one
*设y是0-1变量
probit y x1-xn
predict w, xb
g lambda=normalden(w)/normal(w) if y==1
replace lambda=-normalden(w)/normal(-w) if y==0
本文来自: 人大经济论坛 Stata专版 版，详细出处参考：http://www.pinggu.org/bbs/viewthread.php?tid=448414&page=1&from^^uid=2225356

Heckman stage-two
reg  Z  x1-xn lambda  if y==1
reg  Z  x1-xn lambda  if y==0

How to predict the alternative?
For the observations are selected, how much is Z if  they had not been?
For the observations are not selected, how much is Z if  they had been?

Thanks.