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st: Heckman Selection Model.


From   natasha agarwal <agarwana2@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Heckman Selection Model.
Date   Mon, 17 Oct 2011 18:43:23 +0100

Dear All,

I want to estimate a heckman selection model, but I get an error
saying 'Dependent variable never censored because of selection: model
would simplify to OLS regression'.

So I try to do the heckman manually. First I estimate, a probit model
and then calculate the inverse mills ratio. However, when I include
the inverse mills ratio in the second stage which is the OLS, I need
to adjust the standard errors. However, I don't know how to manually
adjust the standard errors for the same. Any help will be highly
appreciated.

Thanks
Natasha
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