[R] Robust vce for heckman estimators

[Mateus Rabello]

When using function heckit() from package ‘sampleSelection’, is there 
anyway to make t-tests for the coefficients using robust covariance matrix 
estimator? By “robust” I mean something like if a had an object ‘lm’ 
called “reg” and then used:

> coeftest(reg, vcov = vcovHC(reg)).

I’m asking this because in Stata we could use function heckman and then use 
vce option “robust”. We could do the same for cluster.

In a more general way, is there anyway to use another covariance matrix to make 
t-test (e.g. linear hypothesis) for heckit (selection) models?

Thanks,

Mateus Rabello
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