[R] Heckman Selection Model/Inverse Mills Ratio

[Achim Zeileis]

On Sat, 11 Jul 2009, saurav pathak wrote:

> I have so far used the following command
>
> glm(formula = s ~ age + gender + gemedu + gemhinc + es_gdppc +
>    imf_pop + estbbo_m, family = binomial(link = "probit"))
>
> My question is
> 1. How do i discard the non significant selection variables (one out of the
> seven variables above is non-significant) and calculate the Inverse Mills
> Ratio of the significant variables
>
> 2. I need the inverse mills ratio from the above to run the outcome equation
> model using OLS with the Inverse mills ratio as the control for selection
> bias, kindly help, hence I need to get the IMR
>
> 3. How can this eb done in R using my concept or otherwise does there exist
> anotehr way of doing what I wish to achieve

Have a look at
   help("heckit", package = "sampleSelection")
which should do what you want.

hth,
Z

> Please help
> Thanks#
> Saurav
>
> -- 
> Dr.Saurav Pathak
> PhD, Univ.of.Florida
> Mechanical Engineering
> Doctoral Student
> Innovation and Entrepreneurship
> Imperial College Business School
> s.pathak08 at imperial.ac.uk
> 0044-7795321121
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>