[R] AIC for heckit

[Werner Wernersen]

Thanks for the hint, Jay!
But somehow it seems like the included $probit object
is not of class glm and I 
couldn't find an AIC property on it. I tried it your
way. Any other suggestions 
regarding how I can evaluate the fit of the first-step
selection model included 
in heckit()?

Best,
   Werner


> From: "Jay Emerson" <jayemerson at gmail.com>
> Subject: Re: [R] AIC for heckit
> To: r-help at stat.math.ethz.ch
> Message-ID:
> 
<d4588dec0612010525s6d788716of30a1066eb50f4c2 at mail.gmail.com>
> Content-Type: text/plain
> 
>> > I have used the heckit function in micEcon.
>> > ...
>> > How can I then get the AIC for this model?
> 
> It appears that the heckit $probit object is of
class 'glm' and so, for
> example:
> 
> main.result <- heckit(whateveryouaredoing)        #
Do your heckit()...
> probit.result <- main.result$probit         # The
glm object produced by
> heckit()
> probit.aic <- probit.result$aic                 #
The AIC, see ?glm
> 
> should have what you need, ready to go.  I used
these tedious names and
> three lines of code just to be clear about what is
what (I wouldn't really
> do it this way).  !)
> 
> Jay
> 
> -- John W. Emerson (Jay) Assistant Professor of
Statistics Director of Graduate Studies Department of
Statistics Yale University
http://www.stat.yale.edu/~jay