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st: Combining ivregress and heckman


From   Barbara Engels <engels.ba@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Combining ivregress and heckman
Date   Wed, 15 May 2013 11:33:59 +0200

Dear Statalist users,

I want to estimate a  model that accounts both for  sample selection like Heckman Two-Step, and endogeneity like ivregress.
The dependent variable is continuous. The variables to be instrumented appear both in the normal regression and in the selection equation in the Heckman model. 
I found some hints on Statalist (http://www.stata.com/statalist/archive/2009-08/msg00219.html), but didn't quite understand how to perform the combined "ivheckman" after all.

Any help is greatly appreciated.

Have a great day,

Barbara
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