While Stata has -heckman- to perform selection corrections for
cross-sectional data, I am wondering whether there are any Stata
commands or user-written programs that allows me to perform selection
corrections for panel data models.
Specifically, are there any commands or programs based on Jeffrey M.
Wooldridge's paper entitled "Selection corrections for panel data models
under conditional mean independence assumptions" (J. of Econometrics, 1995)?
I have conducted some search, but I didn't find any results. Therefore,
I would appreciate your answers.
Marcello Pagano
Biostatistics Department Tel: 1-617-432-4911
Harvard School of Public Health Fax: 1-617-739-1781
655 Huntington Avenue email:pagano@biostat.harvard.edu
Boston, MA 02115 http://biosun1.harvard.edu/~bio200
USA