是随机效应模型
既然官方都没有固定效应，肯定是有一些原因无法实现，所以那你自己就不用做固定效应的。

https://bbs.pinggu.org/thread-7216458-1-1.html


[XT] xtheckman -- Random-effects regression with sample selection
                  (View complete PDF manual entry)


Syntax

        xtheckman depvar [indepvars] [if] [in], select(depvar_s = varlist_s [, sel_options]) [options]

    options                 Description
    -------------------------------------------------------------------------------------------------------------
    Model
    * select()              specify selection equation: dependent and independent variables; whether to have
                              constant term and offset variable or include random effect
      noconstant            suppress constant term
      norecorrelation       constrain the random effects to be independent
      offset(varname_o)     include varname_o in model with coefficient constrained to 1
      constraints(numlist)  apply specified linear constraints

    SE/Robust
      vce(vcetype)          vcetype may be oim, robust, cluster clustvar, opg, bootstrap, or jackknife

    Reporting
      level(#)              set confidence level; default is level(95)
      nocnsreport           do not display constraints
      display_options       control columns and column formats, row spacing, line width, display of omitted
                              variables and base and empty cells, and factor-variable labeling

    Integration
      intmethod(intmethod)  integration method for random effects; intmethod may be mvaghermite (the default) or
                              ghermite
      intpoints(#)          set the number of integration (quadrature) points for random-effects integration;
                              default is intpoints(7)

    Maximization
      maximize_options      control the maximization process; seldom used

      collinear             keep collinear variables
      coeflegend            display legend instead of statistics
    -------------------------------------------------------------------------------------------------------------

    sel_options             Description
    -------------------------------------------------------------------------------------------------------------
    Model
      noconstant            suppress constant term
      nore                  do not include random effects in selection model
      offset(varname_o)     include varname_o in model with coefficient constrained to 1
    -------------------------------------------------------------------------------------------------------------

    * select() is required.
    indepvars and varlist_s may contain factor variables; see fvvarlists.
    depvar, indepvars, depvar_s, and varlist_s may contain time-series operators; see tsvarlist.
    bootstrap, by, jackknife, and statsby are allowed.  See prefix.
    collinear and coeflegend do not appear in the dialog box.
    See [XT] xtheckman postestimation for features available after estimation.


Menu

    Statistics > Longitudinal/panel data > Sample-selection models > Linear regression with sample selection (RE)


Description

    xtheckman fits a random-effects linear regression model with endogenous sample selection.

stata16有xtheckman命令
你可以在论坛上下载stata16，看看
另外，如果自己手动计算，标准誤很难自己算，教科书上不让自己去算

谢谢，请问xtheckman就是固定效应模型的Heckman两步法的语句吗？能请问一下具体的语句吗？实在是找不到，谢谢。

感谢感谢

请问楼主问题解决了吗？