XTHECKMANFE: Stata module to fit panel data models in the presence of endogeneity and selection

Fernando Rios-Avila ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtheckmanfe estimates fixed effects panel models in the presence of endogeneity and sample selection using a Mundlak estimation device, following the estimator proposed in Wooldridge (J. Econometrics, 1995) and Semykina and Wooldridge (J. Econometrics, 2010). xtheckmanfe provides standard errors using a bootstrap procedure.

Language: Stata
Requires: Stata version 13 and ftools from SSC (q.v.)
Keywords: xtheckman; heckman; xtreg; probit; selection; panel; instrumental variables (search for similar items in EconPapers)
Date: 2020-04-22, Revised 2021-06-05
Note: This module should be installed from within Stata by typing "ssc install xtheckmanfe". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/x/xtheckmanfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtheckmanfe_ml.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtheckmanfe.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_xthck.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_xthckiv.ado program code (text/plain)

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