Stacy, Excuse me if I'm pointing out something you already know. It sounds like you don't has the SAS/IML module installed. I would expect that your university would have any module you might need on whatever platform you were using. You might need only to talk to someone in your computer center.

Walter

>>> "S. Sneeringer" <ssneeringer@HOTMAIL.COM> 19:06:49 15-Jul-04 >>> 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