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Re: st: Re: correction variance- cov matrix panel data sampleselection


From   ncdcta00@uniroma2.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: correction variance- cov matrix panel data sampleselection
Date   Mon, 14 May 2007 09:10:03 +0200

Dear Rodrigo,
Yes I uded Heckman, but when you have a panel data , you put the inverse mills ratio for each year, so you put an estimation and your beta and standard error are not corret and you need run a bootstrap , but I don't know as fuction with panel data sample selection or you need to calculate a correct matrix, similar to wooldridge 1995.
I try this second way, but I have difficult to implement it in stata.
Thanks a lot.
Best,
Catia
Quoting "Rodrigo A. Alfaro" <raalfaroa@gmail.com>:


Did you try -heckman-?? ----- Original Message ----- From:
<ncdcta00@uniroma2.it>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, May 13, 2007 2:06 PM
Subject: st: correction variance- cov matrix panel data sample selection


Dear statalist, Do you know some routine or reference for correction the standard error and variance matrix in panel data sample selection?
I calculate the inverse Mills' ratio every year, and after I put this in a simple regression for correctin the selection, but standard error and coefficientes are bias, so I need to corecct them.

Thanks for your help.
Best,
Catia

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