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Re: st: Difference b/n full and quasi maximum likelihood in heckman selection models??


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Difference b/n full and quasi maximum likelihood in heckman selection models??
Date   Thu, 30 Oct 2008 22:01:20 +0000 (GMT)

--- Sami Haile <samex_zegr8@yahoo.com> wrote:
> What is the difference between using full and quasi maximum
> likelihood in heckman selection model. How can someone eastimate
> heckman selection model with quasi maximum likelihood? What are the
> commands?

To estimate a Heckman model with quasi-likelihood just specify the
-vce(robust)- option in -heckman-. You will get exactly the same point
estimates but different standard errors. For the difference the
likelihood and quasi likelihood see the User's Guide section 20.15 .

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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