**AUTEUR : Isabelle CADORET-DAVID**

ALLOCATE 0 753
OPEN DATA essai.wks
DATA(FORMAT=wks,ORG=obs) /
PRINT /
COMPUTE nobs = 753
SET nlfp = 1 - lfp
PRINT / lfp nlfp

DISP '*********************************'
DISP '***Statistiques descriptives***'
DISP '*********************************'

TABLE
TABLE(SMPL=lfp)
TABLE(SMPL=nlfp)

DISP '************************************************'
DISP '***Donnees complémentaires : revenu, salaires***'
DISP '************************************************'

SET prin = faminc - (whrs*ww)
TABLE 1 753 prin
SET ax2 = ax**2
SET wa2 = wa**2
SET lww = log(ww)
LINREG(SMPL=lfp) lww
# CONSTANT wa we cit ax ax2
SET lwwc 429 753 = %beta(1)+%beta(2)*wa+%beta(3)*we+%beta(4)*cit+%beta(5)*ax+%beta(6)*ax2
SET lww1 = %IF(ww>0, lww, lwwc)
PRINT / lww lwwc lww1
TABLE 1 753 lww1
TABLE 1 428 lww1
TABLE 429 753 lww1
SMPL

SMPL

DISP '******************************************************'
DISP '***Procédure d"estimation en deux étapes d"Heckman***'
DISP '******************************************************'
PRB lfp
# constant lww1 kl6 k618 wa we un cit prin
PRJ(MILLS=corr)

do iter=1,20
LINREG(SMPL=lfp) whrs / resids
# CONSTANT kl6 k618 wa we prin lww corr
COMPUTE sigma = sqrt(%seesq)
end do iter
PRJ(SCALE=sigma,DMILLS=dm)
SET dm = dm + 1.0
MCOV(MATRIX=a,LASTREG,NOSQUARE) / dm
MCOV(MATRIX=bb,LASTREG) / resids
COMPUTE %XX = %mqform(bb,inv(a))
LINREG(CREATE,LASTREG,NOSCALE) whrs


SMPL

DISP '******************************************************'
DISP '***Procédure d"estimation d"Heckman moindres carrés itératifs***'
DISP '******************************************************'
SMPL(SERIES=lfp)
LINREG whrs
# constant lww1 kl6 k618 wa we un cit prin
COMPUTE sigma = sqrt(%seesq)
DO iter=1,20
PRJ(SCALE=sigma,MILLS=mills) zseries
SET ycorr = whrs - sigma*mills
LINREG(NOPRINT) ycorr / resids
# constant lww1 kl6 k618 wa we un cit prin
set prod 1 428 = zseries*mills
stat(noprint) prod
compute nobscorr = %mean*428
SET resids = resids + (whrs - ycorr)
set prodr 1 428 = resids*resids
stat(noprint) prodr
compute sumsq = %mean*428
COMPUTE sigma = sqrt(sumsq/%nobs-nobscorr)
END DO iter

PRJ(SCALE=sigma,DMILLS=dm1)
SET dm1 = dm1 + 1.0
MCOV(MATRIX=aa,LASTREG,NOSQUARE) / dm
MCOV(MATRIX=ab,LASTREG) / resids
COMPUTE %XX = %mqform(ab,inv(aa))
LINREG(CREATE,LASTREG,NOSCALE) whrs