I've not tried but I believe that there is much
more that you can do than you imply. For example,
if you use -predict- to save residuals, you can
then fire up -qnorm- to look at normality of residuals,
which is usually much more illuminating than some
ritual test. Similarly, you can knit your own plots
for examining heteros{c|k}edasticity.
Another line of attack is the package -modeldiag-,
a ragbag of routines for examination of erratic
error terms. This was written up in Stata Journal
4(4) 2004. The programs can be located via
-search- in an up-to-date Stata. I haven't checked
that these programs will work after -heckman-,
however.
By the way, -whitetst- is not built-in to Stata.
It is a user-written command. This detail is naturally
not pertinent to your main query.
Nick
[email protected]
Yang Li
> Our research has applied the Heckman self-selection model
> with the twostep
> option. We have a crucial requirement to check our model
> specifications.
> However, with the current build-in commends in STATA such as hettest,
> whitetst, rvfplot, ovtest, linktst etc, we are unable to
> approaching the
> regular checking on homoscedasticity, normality of residuals,
> non-linearity
> and model specifications.
> We are appreciated if you could provide any suggestions on
> STATA commends
> can help us to cover this requirement as a necessary for our
> research. Or
> possibly, are there any ad hoc model specifications requires
> to be checked
> in relation to the robustness of our heckman estimation?
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
