Dear list,
I am having a problem with a heckman selection model for panel data. First
stata 9 estimated it without problems after 34 iterations
heckman y x x x, select (y=x x x)
but then I needed to
tsset
my data in order to create a lagged variable. After this, the same heckman
command as above did not work out anymore
(no convergence achieved).
I am wondering now, why this is the case and if/how it influences my
estimation of the heckman model, because after I typed
sort year
the model could again be estimated.
Thank you very much for your help.
Laura
________________________________________________
Laura Seelkopf
Kanzleistr. 1 - 78462 Konstanz
Tel: 07531/3659644
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