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st: Model specification problem for the Heckman twostep model
Our research has applied the Heckman self-selection model with the twostep
option. We have a crucial requirement to check our model specifications.
However, with the current build-in commends in STATA such as hettest,
whitetst, rvfplot, ovtest, linktst etc, we are unable to approaching the
regular checking on homoscedasticity, normality of residuals, non-linearity
and model specifications.
We are appreciated if you could provide any suggestions on STATA commends
can help us to cover this requirement as a necessary for our research. Or
possibly, are there any ad hoc model specifications requires to be checked
in relation to the robustness of our heckman estimation? Looking forward to
Academic Staff and PhD Student
School of Accounting
University of Technology, Sydney
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