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st: code for Heckman selection with panel data


From   Lindy Helfman <[email protected]>
To   [email protected]
Subject   st: code for Heckman selection with panel data
Date   Fri, 14 Nov 2008 08:47:14 -0800

Hello Statalisters,

I'm looking for code to estimate a Heckman selection model for panel data (and fixed effects) as in:

J.M. Wooldridge (1995), “Selection Corrections for Panel Data Models Under Conditional Mean Independence Assumptions,” Journal of Econometrics 68, 115-132.

I've seen previous postings to this list (a few years back) that others have asked this question and been referred to www.gllamm.org, but my impression is that this would not work for fixed effects models.

Any advice or suggestions in procuring this code would greatly appreciated.

Thanks,
Lindy
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