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st: Selection correction with panel data. Standard errors


From   Fernando Rios Avila <f.rios.a@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Selection correction with panel data. Standard errors
Date   Wed, 8 Feb 2012 15:06:55 -0500

Dear Stata listers,
I wonder if i can get some advice respect to Heckman selection kind of
corrections in the framework of panel data. Following some past
threads from stata list, Im decided to follow the methodology proposed
in the paper:
Wooldridge (1995) "Selection corrections for panel data models under
conditionalmean independence assumptions", Journal of econometrics.
The problem im finding, however is in the step of calculating the
standar errors. I have been trying to apply the correction of the
standard errors following their indications in the paper above
mentioned, but I havent been able to proceed. I wonder if there is any
known sorce for a code that can be applied (or modified) to solve this
particular problem.
The other option i was considering was obtaining the point estimates
as indicated in Wooldridge(1995) but calculating the standard erros by
Boostrap, which seems the most feasible way, although im not
completely sure about how correct this strategy would be.
Thanks in advance the help
Fernando Rios
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