Hello,
could anyone please explain to me what the 'sigma' is in results of
the heckman procedure? (It's actually lnsigma which is reported).
'rho' is the estimated coefficient on the inverse mills ratio, ok.
But I could not gather what sigma is, there is nothing with this name
in my textbook, section on the heckit.
The standard error on rho?
Thank you in advance,
joachim
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