[R] heckit with a probit

[David Hugh-Jones]

Thank you both for your help. I've tried VGAM and it seems useful.

Cheers
David

On 27/02/06, Robert Duval <rduval at gmail.com> wrote:
> 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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