[R] Heckman regression / adjustment for standard errors?

From: Brian Perron <beperron_at_wustl.edu>
Date: Sat 18 Feb 2006 - 08:30:49 EST

Hello folks,

I am trying to estimate the two-step Heckman regression model. I would like to make an adjustment for intragroup correlations. Stata can implement this with the "cluster" option, but I am really hoping to stick with R. It seems that the micEcon package is the primary source for this two-step regression model (i.e., heckit), but I can't find a way to make the adjustment. Am I overlooking something with this package or other packages?


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