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st: Convergence not achieved in MLE Heckman

From   "Santos, Maria Emma" <[email protected]>
To   [email protected]
Subject   st: Convergence not achieved in MLE Heckman
Date   Thu, 17 Mar 2005 12:11:10 -0600


I am using MLE Heckman procedure with standard errors corrected for
heteroskedasticity and clustering, with the options iterate(0)  and "difficult".

I get estimations but it says: "Convergence not achieved". My question is if the
fact that convergence has not been achieved makes the estimations unreliable.
If that is the case, what should I do to try to improve estimations?
I have tried dropping some variables but still convergence is not achieved.

Also, I haven't been able to use the Heckman two steps procedure because I need
to weight the variables.

I would really appreciate if someone could give me some advice on this issue or
at least some reference where I can get information.

Sincerely yours,
Santos, Maria Emma
Vanderbilt University
Email: [email protected]
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