请教大家,用R的sampleSelection包里的selection函数做heckman two step model时,为什么输出结果中对rho和sigma的标准误估计,t统计量和对应的p值显示为"NA"呢?
Multiple R-Squared:0.0958, Adjusted R-Squared:0.0929
Error terms:
Estimate Std. Error t value Pr(>|t|)
invMillsRatio 147.904 29.004 5.099 3.46e-07 ***
sigma 97.424 NA NA NA
rho 1.518 NA NA NA
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Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
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