[R] Quantile regression for binary choice and heckit

Roger Koenker rkoenker at illinois.edu
Wed May 29 16:10:17 CEST 2013

This is a bit like asking how should I tweak my sailboat so I can explore the
ocean floor.

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Urbana, IL 61801

On May 29, 2013, at 1:32 AM, Michal Kvasnička wrote:

> Hallo.
> Is there any package / code snippet to estimate quantile regression
> for a binary choice model (like probit) and selection model (like
> heckit)? I found that quantreg package can estimate tobit-like model,
> but I can't figure out how to tweak it for probit / heckit.
> Best wishes,
> Michal
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