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

Author

Listed:
  • Fernando Rios-Avila

    (Levy Economics Institute of Bard College)

Programming Language

Stata

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.

Suggested Citation

  • Fernando Rios-Avila, 2020. "XTHECKMANFE: Stata module to fit panel data models in the presence of endogeneity and selection," Statistical Software Components S458770, Boston College Department of Economics, revised 05 Jun 2021.
    • Handle: RePEc:boc:bocode:s458770
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtheckmanfe.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtheckmanfe_ml.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtheckmanfe.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_xthck.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_xthckiv.ado
    File Function: program code
    Download Restriction: no
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