Re: st: Re: correction variance- cov matrix panel data sampleselection

[ncdcta00@uniroma2.it]

Dear Rodrigo,
Yes I uded Heckman, but when you have a panel data , you put the  
inverse mills ratio for each year, so you put an estimation and your  
beta and standard error are not corret and you need run a bootstrap ,  
but I don't know as fuction with panel data sample selection or you  
need to calculate a correct matrix, similar to wooldridge 1995.
I try this second way, but I have difficult to implement it in stata.
Thanks  a lot.
Best,
Catia
Quoting "Rodrigo A. Alfaro" <raalfaroa@gmail.com>:


> Did you try -heckman-?? ----- Original Message ----- From:
> <ncdcta00@uniroma2.it>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Sunday, May 13, 2007 2:06 PM
> Subject: st: correction variance- cov matrix panel data sample selection
>
>
> > Dear statalist, Do you know some routine or reference for   
> > correction  the standard error and variance matrix in panel data   
> > sample selection?
> > I calculate the inverse Mills' ratio every year, and after I put   
> > this  in a simple regression for correctin the selection, but   
> > standard error and coefficientes are bias, so I need to corecct them.
> >
> > Thanks for your help.
> > Best,
> > Catia
> >
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