2007.5.7.234036
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Dear statalist,
I am trying to estimate a Heckman selection model using the two stage
procedure. Do you know of any stata module that allows for robust standard
errors in the two stage procedure? I have tryed bootstrapping s.e. but it =
does
not always easily converge.
Thanks
Prof. Laura Bottazzi
Universit=E0 di Bologna and IGIER - Universita' Bocconi
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