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st: small sample size and Heckman selection


From   Kevin Dodson <[email protected]>
To   [email protected]
Subject   st: small sample size and Heckman selection
Date   Sat, 15 May 2010 02:32:45 -0700 (PDT)

Hi, 
I hope someone can offer useful advice on this. I have a 
two-stage model (a variation on Heckman selection). However, proper 
estimation in the second stage is 
posing a problem since the sample size is drastically reduced (ie. far 
fewer than 30). Can 
someone offer a solution? Am I just out of luck. Any and all 
opinion/advice is welcome. Thanks. 



      
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