you can use -xtlogit- to have initial values for -gllamm- (from SSC), then you can have predictions from -gllapred- (from SSC), and then use them as weights in -xtregre2- (from SSC)
Nicola
At 02.33 24/02/2008 -0500, "Koksal, Bulent" wrote:
>Dear Stata Users,
>
>I know that there is no command to fit a (heckman) selection model for
>panel data, but can we fit such a model by using a combination of the
>available commands in Stata? Thanks for any help.
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