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Re: st: -heckman- with model reparameterization


From   "Mark Schaffer" <[email protected]>
To   [email protected]
Subject   Re: st: -heckman- with model reparameterization
Date   Fri, 24 Jan 2003 16:57:00 -0000

Al,

From:           	"FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)" <[email protected]>
To:             	"'statalist'" <[email protected]>
Subject:        	st: -heckman- with model reparameterization
Date sent:      	Fri, 24 Jan 2003 10:41:56 -0600
Send reply to:  	[email protected]

> Hi - I am attempting to run a heckman selection regression model with three
> indicator variables as the only independent variables. In particular they
> are ipre, iin and ipost, denoting membership in one of three "phases".
> 
> First, I run -heckman- with a constant and ipre omitted (because
> ipre+iin+ipost=1 for all observations):
> . heckman y  iin ipost,select(iin ipost)  nolog

<snip> 

I've had problems on occasion with getting -heckman- to finish at the 
global maximum.  My guess is that you're having a similar problem.  
What happens if you don't -nolog- the output?

It was a little while ago but I think the way I dealt with it was to 
fiddle with the maximize options of -heckman-. The -difficult- option 
might do the trick.

Hope this helps.

--Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
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