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st: censored model with sample selection

From   "Daniel Caro" <[email protected]>
To   <[email protected]>
Subject   st: censored model with sample selection
Date   Tue, 31 Aug 2004 18:19:39 -0300


I have a model with a censored dependent variable and sample selection. I'm
estimating my selection equation (probit) and then including the mills ratio
that I get from this equation as a covariate in my main equation (cnreg). It
seems that my selection is informative (mills ratio is significant). I
understand that in this case my coefficients are correct but the standard
errors are not. Does anyone know how can I correct my standard errors?

Thank you,


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