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st: two step heckman test versus ML


From   "lobna bouslimi" <lobna.bouslimi@hec.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: two step heckman test versus ML
Date   Sun, 8 Oct 2006 14:11:28 -0400 (EDT)

hi again,

The two-step and maximum likelihood estimations gave me two very different
results. The results of the twostep is more reasonable to me, as the
coefficients are expected. However, I was told that the ML is more
efficient. The last iteration of the ML was concave.


What is the problem? How to make the two estimations consistent and what
is the difference between both results?

Many thanks in advance,



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