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Re: st: How to deal with autocorrelation after running a Heckman


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to deal with autocorrelation after running a Heckman
Date   Tue, 10 Nov 2009 10:31:37 -0500

And use MLE, not the two-step model.

On Tue, Nov 10, 2009 at 10:31 AM, Austin Nichols
<austinnichols@gmail.com> wrote:
> Steven D. Roper <sdr@stevendroper.com> :
> Cluster by panel; see help vce_option
>
> On Mon, Nov 9, 2009 at 9:06 PM, Steven D. Roper <sdr@stevendroper.com> wrote:
>> Hi all. Sorry about a second post on this subject. I just ran a Wooldridge
>> test for autocorrelation indicating that I have a problem with the panel
>> data that I am using with a two-step Heckman. What remedies are there now
>> for dealing with the auto correlation?
>>
>
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