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Re: st: Heckman Selection Model.

From   Maarten Buis <>
Subject   Re: st: Heckman Selection Model.
Date   Mon, 17 Oct 2011 20:07:08 +0200

The best way is not to do this manually, but correct your call to
-heckman-, see -help heckman- on how to specify a correct -heckman-

Hope this helps,

On Mon, Oct 17, 2011 at 7:43 PM, natasha agarwal
<> wrote:
> 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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Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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