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HECKPROB2: Stata module to run heckprob and svyheckprob with d2 evaluator

Author

Listed:
  • Jerzy Mycielski

Programming Language

Stata

Abstract

These variations on official heckprob and svyheckprob perform the same estimation, but using a d2 (second derivative) evaluator, roughly three times faster than the official commands. The help files for heckprob and svyheckprob may be used as reference.

Suggested Citation

  • Jerzy Mycielski, 2004. "HECKPROB2: Stata module to run heckprob and svyheckprob with d2 evaluator," Statistical Software Components S444401, Boston College Department of Economics, revised 19 Jul 2004.
    • Handle: RePEc:boc:bocode:s444401
    Note: This module should be installed from within Stata by typing "ssc install heckprob2". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/h/heckprob2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/heckp_d2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/svyheckprob2.ado
    File Function: program code
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    heckman; probit; survey; Stata;
    All these keywords.

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