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From   [email protected]
To   "[email protected]" <[email protected]>
Date   Fri, 04 May 2007 22:33:08 +0200

I am trying to estimate a Heckman selection model  using the two stage
procedure. Do you know of any stata module that allows for robust  standard 
errors in the two stage procedure? I have tryed bootstrapping s.e.  but it does 
not always easily  converge.

 Thanks


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