Date:         Thu, 15 Jul 2004 17:06:49 -0700
Reply-To:     "S. Sneeringer" <ssneeringer@HOTMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "S. Sneeringer" <ssneeringer@HOTMAIL.COM>
Organization: http://groups.google.com
Subject:      Heckman Jaeger program?
Content-Type: text/plain; charset=ISO-8859-1

Hello,

I am looking for a SAS program that can help me perform a Heckman
two-step with correct standard errors.  I've gone through all of the
postings on the topic here, and it appears that everyone recommends a
program available from the SAS website and written by Jaeger.  My
question is, has anyone ever used this program with success?  I am
having a hard time getting it to work, mainly because I don't know the
IML language.  The program performs perfectly until the "PROC IML"
statement, at which point I'm lost as to what's happening and error
messages start popping up.

Does anyone have an alternative method of doing a Heckman in SAS with
correct standard errors (preferably one that doesn't use IML)?  I
think I may just have to turn to STATA....

Thanks,
Stacy Sneeringer

PhD Student
Economics
University of California, Berkeley