Re: [R] Unable to reproduce Stata Heckman sample selection estimates

2011-11-25 Thread Yuan Yuan
1 11:05:31 am Yuan Yuan wrote: > Hi Arne, > > Thanks for the reply. > > I am using R version 2.14.0 and sampleSelection version 0.6.12. > > I estimate the model by the 1-step ML method. However, when I use > the 2-step method, the standard errors are reported as NA. &

Re: [R] Unable to reproduce Stata Heckman sample selection estimates

2011-11-25 Thread Yuan Yuan
will work on creating a minimal reproducible example; the dataset is large and confidential, the models long-ish. - Clara On Friday, November 25, 2011 04:04:52 am Arne Henningsen wrote: > On 25 November 2011 04:37, Yuan Yuan wrote: > > Hello, > > > > I am working on

[R] Unable to reproduce Stata Heckman sample selection estimates

2011-11-24 Thread Yuan Yuan
Hello, I am working on reproducing someone's analysis which 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 re