[R] Hickman models with two binary dependent variables in R

[Arne Henningsen]

See also:

http://r-forge.r-project.org/forum/forum.php?thread_id=31866&forum_id=844&group_id=256



On 26 August 2016 at 16:11, PIKAL Petr <petr.pikal at precheza.cz> wrote:
> Hi
>
> See in line
>
>> -----Original Message-----
>> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Faradj
>> Koliev
>> Sent: Thursday, August 25, 2016 12:32 PM
>> To: r-help at r-project.org
>> Subject: [R] Hickman models with two binary dependent variables in R
>>
>> Hi everyone,
>>
>> 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)
>
> From help page
>
> The endogenous variable of the argument 'selection' must have exactly two levels (e.g. 'FALSE' and 'TRUE', or '0' and '1'). By default the levels are sorted in increasing order ('FALSE' is before 'TRUE', and '0' is before '1'). This also applies for the binary outcome equation. For continuous-oucome cases, the dependent variable(s) should be numeric.
>
> seems to me that both equatio0ns can have binary values.
>
>
>>
>> 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
>
> What does it mean. Be more specific.
>
> And provide some data (preferably by dput).
> Or at least result of str(yourdata) to show that they are appropriate to the function.
> And do not post in HTML.
>
> Cheers
> Petr
>
>> use heckprob command for this. Anyone who knows more than me?
>>
>> Thanks!
>>
>>
>>
>>
>>
>>       [[alternative HTML version deleted]]
>>
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>> guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
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-- 
Arne Henningsen
http://www.arne-henningsen.name