Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: RE: Three-stage Heckprob selection model - how to do?
From
"Pascal Stock" <[email protected]>
To
<[email protected]>
Subject
RE: st: RE: Three-stage Heckprob selection model - how to do?
Date
Fri, 14 May 2010 10:15:18 +0200
Hello Martin,
thanks for the advice. The cmp command looks interesting.
The problem with the manual design of a selection model by computing the
inverse mills ration and entering it as additional regressor in the
structural equation is the adjustment of the variance of the estimated
regression coefficients of the structural equation, as the inverse mills
ratio is estimated as well. Does anyone know how to adjust the variance as
described in theory by Greene (2003, p. 785) or Heckman (1979)?
Kind regards
Pascal
____________________________________________
Pascal Stock
Quadrat N4, 8-9
68131 Mannheim
Germany
Phone: +49 (0) 621 - 16753 - 80
Fax: +49 (0) 621 - 16753 - 81
Mobile phone: +49 (0) 178 - 4981887
Email: [email protected]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/