[R] Hickman models with two binary dependent variables in R
faradj.g at gmail.com
Thu Aug 25 12:31:43 CEST 2016
How do I run Heckman models in R with two binary dependent variables?
sampleSelection package in R works with standard heckman models ( binary DV for the selection equation and continuous DV for the outcome equation). In my case dependent variables are both binary (actually ordered but I didn’t find anything on that)
So using sampleSelection package one could do this by running:
SelectionEquation <- binaryDV1 ~ x1+x2+x3+x4
OutcomeEquation <- binaryDV2~o7+x1+x4+x5
HeckmanModel <- heckit(SelectionEquation,OutcomeEquation, data=mydata, method="2step")
The problem is that heckit() doesn’t work here. I think in STATA one could use heckprob command for this. Anyone who knows more than me?
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