st: Re: heckman parameterization

From	Christopher F Baum <[email protected]>
To	[email protected]
Subject	st: Re: heckman parameterization
Date	Fri, 25 Jul 2003 07:07:01 -0400

On Friday, July 25, 2003, at 02:33 AM, Tom wrote:

Also, I have no idea how to interpret /athrho, and can't find a word
of explanation in the documentation. Any pointers?

The 'methods and formulas' for heckman [r] describe atanh \rho as the parameter to be estiimated, and give the formula for it (the hyperbolic arctan of \rho) relative to \rho. This is the same trick used elsewere in Stata (e.g. biprobit) to bound the estimate in the unit circle.

Kit

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