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RE: st: Heckman (sample-selecton) models and tests of model "adequacy"
I have similar problem. I wonder why the reviewer was not happy with the
significance of rho (i'm sure you did report it). Any comment on that?
Date: Fri, 2 Apr 2004 12:51:51 +0200
Subject: st: Heckman (sample-selecton) models and tests of model "adequacy"
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 Thrane, dr.polit.
Associate Professor, Sociology
Department of Social Science
Lillehammer University College
2626 Lillehammer, Norway
+ 47 61 28 81 70 (fax)
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