[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Re: heckman parameterization
On Friday, July 25, 2003, at 02:33 AM, Tom wrote:
The 'methods and formulas' for heckman [r] describe atanh \rho as the
parameter to be estiimated, and give the formula for it (the hyperbolic
arctan of \rho) relative to \rho. This is the same trick used elsewere
in Stata (e.g. biprobit) to bound the estimate in the unit circle.
Also, I have no idea how to interpret /athrho, and can't find a word
of explanation in the documentation. Any pointers?
* For searches and help try: