Hello!
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,
Maria.
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Santos, Maria Emma
Vanderbilt University
Email: [email protected]
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