Re: [R] heckit with a probit

From: Robert Duval <rduval_at_gmail.com>
Date: Tue 28 Feb 2006 - 10:06:55 EST

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.

best
robert

On 2/27/06, David Hugh-Jones <davidhughjones@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
>
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R-help@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 Received on Tue Feb 28 10:18:05 2006

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