st: Model specification for the Heckman 'twostep' model

[Yang Li <Yang.Li-4@uts.edu.au>]

Dear Statalist,

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?

Best Regards,

Yang Li

Academic Staff and PhD Student
School of Accounting
University of Technology, Sydney

UTS +61 2 95143684, fax +61 2 95143669

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