[R] heckit with a probit
davidhughjones at gmail.com
Wed Mar 1 10:51:53 CET 2006
Thank you both for your help. I've tried VGAM and it seems useful.
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.
> 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
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
More information about the R-help