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st: Condition number /co linearity in two stage Heckman
From
Ayman Farahat <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Condition number /co linearity in two stage Heckman
Date
Sun, 13 Feb 2011 17:47:23 -0800
Hello ;
I would like to test the condition number of the regessor matrix in two
stage Heckman following the Leung and Yu
S. F. Leung and S. Yu. On the choice between sample selection and two-part
models. JOURNAL OF Econometrics, 72:197229, 1996.
Basically, I wan to know if the variables in the selection equation has
enough variation such that the inverse Mills ratio is not linear.
Does anyone know how to do that in stata?
Thanks
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