st: rho and wald test in heckman

["Katarina Lynch" <ferkel999@hotmail.com>]

In  Heckman ML estimation how do I decide if there is a selection bias? On 
the one hand, rho(the correlation between two equations) is non-zero, even 
close to .95. On on the other hand, the Wald test at the bottom of the table 
cannot reject the null hypothesis of independent equations. I have found a 
power point presentation about heckman in STATA which sais that rho not 
equal to zero is enough to infer that there is selection bias. If instead of 
ML I do twostep, the IMR is insignificant, although there is nonzero 
correlation between the outcome and selection equations. I am confused. 
Would anyone spare a time to answer this simple question?

Thank you!

Katharina

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