Displaying 1 result from an estimated 1 matches for "selectionobject".
2011 Nov 25
1
Unable to reproduce Stata Heckman sample selection estimates
...hich was done in
Stata. The analysis is estimation of a standard Heckman sample
selection model (Tobit-2), for which I am using the sampleSelection
package and the selection() function. I have a few problems with the
estimation:
1) The reported standard error for all estimates is Inf ...
vcov(selectionObject) yields Inf in every cell.
2) While the selection equation coefficient estimates are almost
exactly the same as the Stata results, the outcome equation
coefficient estimates are quite different (different sign in one case,
order of magnitude difference in some other cases).
3) I can't seem...