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st: Model specification problem for the Heckman twostep model


From   Yang Li <[email protected]>
To   [email protected]
Subject   st: Model specification problem for the Heckman twostep model
Date   Thu, 28 Apr 2005 09:12:58 +1000

Dear Statalist,

I'm required to check and the model specifications for my Heckman model
with the twostep option, such as heteroscedasticity, normality of residual,
non-linearity and so on. However, the current commands e.g. hettest,
whitetst, predict (residual), rvfplot, etc. can not be applied right after
the heckman estimation.

Would you pls provide any commands can help to test, or are there any ad
hoc commands can check the robustness of the heckman estimation?

Best Regards,

Yang

School of Accounting
University of Technology, Sydney


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