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RE: st: RE: Three-stage Heckprob selection model - how to do?


From   "Pascal Stock" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: Three-stage Heckprob selection model - how to do?
Date   Fri, 14 May 2010 10:15:18 +0200

Hello Martin,
thanks for the advice. The cmp command looks interesting.

The problem with the manual design of a selection model by computing the
inverse mills ration and entering it as additional regressor in the
structural equation is the adjustment of the variance of the estimated
regression coefficients of the structural equation, as the inverse mills
ratio is estimated as well. Does anyone know how to adjust the variance as
described in theory by Greene (2003, p. 785) or Heckman (1979)?

Kind regards

Pascal

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Pascal Stock

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Germany

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