Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: test for rho=0 in Heckman two-step procedure?


From   Michael Boehm <[email protected]>
To   [email protected]
Subject   st: test for rho=0 in Heckman two-step procedure?
Date   Wed, 17 Feb 2010 20:18:59 +0000

Dear all,

when I run the "heckman depvar [indepvars], select(varlist_s) twostep"
command I do not get a test for rho=0 (no correlation between errors
in the selection and the main equation) - contrary to the ML version
without the [twostep] option. I also do not find an option that
provides this test and couldn't find anything on a google search.

Can someone help?

Michael
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index