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st: sample selection with endogeneity and clusters


From   Sarang Deo <s-deo@kellogg.northwestern.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: sample selection with endogeneity and clusters
Date   Tue, 22 Feb 2011 01:22:03 +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 -- either using existing commands or customized program?

Thanks in advance,
Sarang Deo

------------------------------------------------------
Sarang Deo
Assistant Professor, MEDS
Kellogg School of Management, Northwestern University
Phone: 847-491-3551
Web page: http://www.kellogg.northwestern.edu/Faculty/Directory/Deo_Sarang.aspx
SSRN Author page: http://ssrn.com/author=810962



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