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st: QMLE of the Heckman model
From
Daniel Tamene <[email protected]>
To
[email protected]
Subject
st: QMLE of the Heckman model
Date
Sun, 20 Mar 2011 10:57:20 +0000 (GMT)
Hi All,
Is it correct to think that in order to get quasi-maximum likelihood estimates for the coefficient standard errors of the Heckman model I shall use the vce(robust) option?
Thanks
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