--- Sami Haile <[email protected]> wrote:
> What is the difference between using full and quasi maximum
> likelihood in heckman selection model. How can someone eastimate
> heckman selection model with quasi maximum likelihood? What are the
> commands?
To estimate a Heckman model with quasi-likelihood just specify the
-vce(robust)- option in -heckman-. You will get exactly the same point
estimates but different standard errors. For the difference the
likelihood and quasi likelihood see the User's Guide section 20.15 .
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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