Re: [R] Robust vce for heckman estimators

2011-07-11 Thread Achim Zeileis
On Mon, 11 Jul 2011, Mateus Rabello wrote: 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

[R] Robust vce for heckman estimators

2011-07-11 Thread 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)).