[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: covariance of error terms in heckman selection model
Hi, I would greatly appreciate any input on my question.
Consider a simple selection model:
Q = aX + e1
M* = bx + cz + e2
It is estimated in Stata using the 'heckman' command. The parameters that are
I am interested in the cov(e1,e2), which can be computed only if we have the
standard deviation of e2. Stata does not report it and it isn't saved in e(). Is there a good way around it?
Thank you very much,
University of Washington, Seattle
* For searches and help try: