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st: Model specification for the Heckman 'twostep' model

From   Yang Li <[email protected]>
To   [email protected]
Subject   st: Model specification for the Heckman 'twostep' model
Date   Wed, 25 May 2005 13:32:56 +1000

Dear Statalist,

Our research has applied the Heckman self-selection model with the twostep option. We have a crucial requirement to check our model specifications. However, with the current build-in commends in STATA such as hettest, whitetst, rvfplot, ovtest, linktst etc, we are unable to approaching the regular checking on homoscedasticity, normality of residuals, non-linearity and model specifications.
We are appreciated if you could provide any suggestions on STATA commends can help us to cover this requirement as a necessary for our research. Or possibly, are there any ad hoc model specifications requires to be checked in relation to the robustness of our heckman estimation?

Best Regards,

Yang Li

Academic Staff and PhD Student
School of Accounting
University of Technology, Sydney

UTS +61 2 95143684, fax +61 2 95143669

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