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st: sample selection with endogeneity and clusters

From   Sarang Deo <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: sample selection with endogeneity and clusters
Date   Sun, 20 Feb 2011 19:55:45 +0000

Hi All: I am new to this list and was wondering if someone could help me out. I am trying to estimate a sample selection model using Heckman's two step estimators. I have possible endogenous regressors in both selection and level equation. Moreover, I have clustering that I would like to account for while calculating the standard errors. Can anyone provide suggestions on how to do this?

Thanks in advance,

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