[R] heckit with a probit

[Robert Duval]

I don't know if I understand your problem very well but the first
reference that comes to mind is

James Heckman, "Dummy Endogenous Variables in a Simultaneous Equation
System," Econometrica, (July 1978).

also you might find a good survey of the literature on

Francis Vella "Estimating models with sample selection bias: A
survey," Journal of Human Resources, 1998, Vol 33 pp 127-169.

I don't know how many of the methods here proposed are already
implemented in R, but in principle many of them are Likelihood models
that you could program.


best
robert


On 2/27/06, David Hugh-Jones <davidhughjones at gmail.com> wrote:
> Hi
>
> I have data for voting behaviour on two (related) binary votes. I want
> to examine the second vote, running separate regressions for groups
> who voted different ways on the first vote. As the votes are not
> independent, I guess that there is an issue with selection bias.
>
> So, I think I would like to fit a heckit style model but with a binary
> dependent variable - so, in effect, two successive probits. Is there a
> way to do it in R? (Alternatively: am I thinking about this the right
> way?)
>
> Cheers
> David
>
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