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st: Heckman (sample-selecton) models and tests of model "adequacy"


From   Christer.Thrane@hil.no
To   statalist@hsphsun2.harvard.edu
Subject   st: Heckman (sample-selecton) models and tests of model "adequacy"
Date   Fri, 2 Apr 2004 12:51:51 +0200

Hi,

A reviewer has asked me to perform some "model adequacy" tests of my
Heckman selecton model, i.e. a probit and a OLS regression conditional on
"answering yes" in the probit.

I interpret this as he or she wants som measures of "model fit" (other than
the standard output) and possibly some measures that have to do with
diagnostic tests and/or specification tests?

The -findit- command did not help me here, so therefore: Any help to carry
out some of these tasks is appreciated.

Christer

Christer Thrane, dr.polit.
Associate Professor, Sociology
Department of Social Science
Lillehammer University College
2626 Lillehammer, Norway
+ 47 61 28 81 70 (fax)
+ 47 61 28 82 47 (phone, work)
+ 47 61 25 68 44 (phone, home)
+ 47 92 29 54 39 (mobile)
E-mail, work: christer.thrane@hil.no
E-mail, home: ch-thran@online.no



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