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st: Fwd: Heckman twostep: Goodness of fit and selection between nested models?
From
Lena Fredriksson <[email protected]>
To
[email protected]
Subject
st: Fwd: Heckman twostep: Goodness of fit and selection between nested models?
Date
Tue, 15 Nov 2011 19:03:24 +0000
Dear Statalists,
I have a problem which is causing me great grief! I am estimating a
Heckman twostep model which I am quite happy with. However, departing
from this parsimonious model, I want carry out some kind of model
selection. However, my understanding is that *estat ic* (AIC, BIC
etc.) a) is inappropriate and b) does not work after Heckman twostep.
Consequently, my question is what information criteria to apply in
their absence? I have trawled the web without much luck.
Hoping for someone to enlighten me on this issue, pronto, as I am
running out of time...
Cheers,
Lena Fredriksson
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