Heckman or Heckit procedure

[eva_...@my-deja.com]

Does anyone know how to compute the Heckman or
Heckit procedure with SPSS? It is possible to
calculate the inverse Mills ratio?

I'm actually working on the MROZ data. I need to
compute a PROBIT for women participation on
labour market. Then, I need to correct my
estimates with the Heckman or Heckit procedure.

Thank you.

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[Jeff Ackerman]

Subject:
Heckman or Heckit procedure
From:
eva_...@my-deja.com

Does anyone know how to compute the Heckman or
Heckit procedure with SPSS? It is possible to
calculate the inverse Mills ratio?

I'm actually working on the MROZ data. I need to
compute a PROBIT for women participation on
labour market. Then, I need to correct my
estimates with the Heckman or Heckit procedure.

Thank you.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
It's been awhile since I've used it, but here is some SAS code for
computing an IMR and then using the correction in a regression. You
should be able to figure out equivalent SPSS code.

proc logistic data = judge.final2 DESCEND;
model PRISON = JRACE GENDER OFF_RACE AGE / link = normit;
output out = b xbeta = xbeta p=pred;

data b; set b;

if prison = 1;
* calculate the hazard rate for cases that did go to prison;
n01 = (1/sqrt(2*3.14159265358979))*exp(-(xbeta*xbeta)/2);
imr = n01/pred;

** this linear regression is an example using the imr as a control ;

proc reg data=b ;
model EXP_MIN = JRACE GENDER OFF_RACE AGE imr;