gtsheckman: Generalized two-step Heckman estimator

Alyssa Carlson

2022 Stata Conference from Stata Users Group

Abstract: In this presentation, I introduce the gtsheckman command, which estimates a generalized two-step Heckman sample-selection estimator adjusted for heteroskedasticity. This estimator has been previously proposed in Carlson and Joshi (2022), where the presence of heteroskedasticity was motivated by a panel-data setting with random coefficients. The gtsheckman command offers several advantages over the heckman, twostep command, including robust inference, a more general control function specification, and incorporating heteroskedasticity.

Date: 2022-08-11
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Citations: View citations in EconPapers (1)

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Journal Article: gtsheckman: Generalized two-step Heckman estimator (2024)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug22:01

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