Riccardo (Jack) Lucchetti a écrit : I'm working on the Heckit estimator, and I need some feedback on the treatment of missing observations. For the two-step estimator, Stata uses matching samples. What should WE do? From my point of view, let us do what Stata does! Have you checked other econometrics softwares? I'm not very familiar with Heckit estimator but I guess RATS provides a procedure for it. Best, Artur --------------------------------- Stockage illimité de vos mails avec Yahoo! Mail. Changez aujourd'hui de mail !