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  • how to use Heckman Selection Model for Panel Data with STATA 15

    Hello, I was wondering how to use heckman selection model with panel data. As "xtheckman" command is available in STATA 16 and 17, but the version I have now is STATA 15. I was wondering if there is a way to use heckman selection model for a panel data in STATA 15.

    In addition to this, I want to use random effects for the selection, and fixed effects for the second step. Would this be possible? If so, how to make it?

    Your help would be appreciated very much!

    Best, Jung-soo

  • #2
    Try xtheckmanfe

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