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Re: st: oheckman

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: oheckman
Date   Wed, 9 Jan 2008 15:39:43 +0000 (GMT)

--- "Ana R. Rios" <[email protected]> wrote:
> I am trying to use oheckman but I am getting the
> following message:
> "Warning: Estimate of rho1 = . is outside feasible
> interval [-1, 1]."
> I would appreciate any suggestions/insights on how to
> overcome this problem.

It seems that -oheckman- has "converged" to an 
infeasible solution. The solution is to estimate a
better model, as you haven't told us anything about
your model I can't be very specific. One thing that
jumps to mind with any heckman-like model is to make
sure your model is properly identified, i.e. use 
instruments instead of relying on non-linearity.
Another thing you might want to look at is to use
the -twostep- option and see if that leads to any
better estimates.

-- Maarten

BTW. -oheckman- is not in official Stata, so tell
us where you got it.

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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