Hi,   Thanks for your answer   Yes I checked this and they are doing exactly what I am doing   The only thing that could be added to what I've mentioned is the heckit option  But this does not tell me how to get access to the lambda and the sigma   For instance, if I should compute another variable that is depending of the lambda of the estimation, how I should access to lambda in the code?     Moreover, I tried to replicate the results obtained with stata and they differ I do not understand why   I ran the two regressions with exactly the same dataset and I obtained different results   proc qlim data=dtest; model varex = var1 var2 var3/discrete; model varex2 = var2 var4 var5 select(varex=1); nloptions maxiter=4000000; run;   I also tried with the heckit option   proc qlim data=dtest heckit ; model varex = var1 var2 var3/discrete; model varex2 = var2 var4 var5 select(varex=1); nloptions maxiter=4000000; run;   and I am still obtaining different results than with stata and the following code: heckman  varex2 = var2 var4 var5   if varex == 1, select(var1 var2 var3)   Many thanks if someone has any idea ... View more