GTSHECKMAN: Stata module to compute a generalized two-step Heckman selection model

Alyssa Carlson

Statistical Software Components from Boston College Department of Economics

Abstract: gtsheckman fits regression models with selection by using Heckman's two-step consistent estimator. It is similar to the two step consistent heckman estimator, but allows for heteroskedasticity in the first step and a more general specification of the control function. Moreover it provides both heteroskedastic robust inference as well as cluster robust inference. Therefore this command encompasses the two step consistent heckman estimator as a special case. The methodology was proposed and studied by Carlson and Joshi (2022).

Language: Stata
Requires: Stata version 11
Keywords: heckman; two-step selection model; heteroskedasticity (search for similar items in EconPapers)
Date: 2022-08-07, Revised 2024-08-06
Note: This module should be installed from within Stata by typing "ssc install gtsheckman". 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/g/gtsheckman.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hetprobit_nodisplay.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gtsheckman.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gtsheckman_examples.do sample code (text/plain)

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