Hi,
Thank you for the suggestion. Specifically, I am intended to run the
Lagrange multiplier (efficient score) approach (recommended by Lung-fei Lee
2001) for -heckman- specification checking. I am using the STATA v.8.2.
Would you please suggest an equivalent command realize a similar function,
or diagnostic test statistics for detecting the heckman model misspecification.
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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At 03:23 PM 17/06/2005, you wrote:
At 01:32 PM 6/17/2005 +1000, Yang Li wrote:
Dear Statalists,
Following the standard procedure of score estimation after -probit- and
-heckman-, I constantly got the following error with -testomit- command.
unrecognized command: enumopt
r(199);
Would anyone please recommend a solution?
Best Regards,
Yang
Yang Li
If you do -findit enumopt- you will see that there is a program by that
name also written by the author of -testomit-, Jeroen Weesie. Of course
whether it is the right program is another question! I would suggest
emailing the author.
Also, what version of Stata are you using? Some post-estimation commands
need to be rewritten for Stata 9, or else you need to use version control,
e.g. something like
version 8.2: probit y x
testomit...
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