Heckman robust std. errors

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kian
Posts: 15
Joined: Tue Jan 13, 2009 7:45 am

Heckman robust std. errors

Postby kian » Thu Jan 15, 2009 1:52 pm

Hi guys,
Sorry to be a pest but I'd really like to know if EVIEWS provides a procedure to correct the standard errors on coefficients in the Heckman two step?
Please someone help!
Macky
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Heckman robust std. errors

Postby startz » Thu Jan 15, 2009 2:17 pm

Hi guys,
Sorry to be a pest but I'd really like to know if EVIEWS provides a procedure to correct the standard errors on coefficients in the Heckman two step?
Please someone help!
Macky
If you search the Help system for Heckman, you'll find instructions for estimaing the Heckman model by mle. That's not exactly what you asked for, but perhaps it will do.
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