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st: QMLE of the Heckman model


From   Daniel Tamene <[email protected]>
To   [email protected]
Subject   st: QMLE of the Heckman model
Date   Sun, 20 Mar 2011 10:57:20 +0000 (GMT)

Hi All,
 
Is it correct to think that in order to get quasi-maximum likelihood estimates for the coefficient standard errors of the Heckman model I shall use the vce(robust) option? 

Thanks


      

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