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Heckman robust std. errors

Posted: Thu Jan 15, 2009 1:52 pm
by kian
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

Re: Heckman robust std. errors

Posted: Thu Jan 15, 2009 2:17 pm
by startz
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.