heckit2fit {sampleSelection} | R Documentation |
These functions do the actual fitting of tobit-2
(sample selection) and tobit-5 (switching regression)
models by the 2-step Heckman (heckit) estimation.
They are called by selection
or
heckit
and
they are intended for sampleSelection
internal use.
heckit2fit( selection, outcome, data, inst = NULL, print.level = 0, ... ) heckit5fit( selection, outcome1, outcome2, data = sys.frame(sys.parent()), ys = FALSE, yo = FALSE, xs = FALSE, xo = FALSE, mfs = FALSE, mfo = FALSE, print.level = 0, ... )
selection |
formula for the probit estimation (1st step)
(see |
outcome |
formula to be estimated (2nd step). |
outcome1 |
formula, the first outcome equation. |
outcome2 |
formula, the second outcome equation. |
data |
a data frame containing the data. |
inst |
an optional one-sided formula specifying instrumental variables for a 2SLS/IV estimation on the 2nd step. |
ys, yo, xs, xo, mfs, mfo |
logicals. If true, the response ( |
print.level |
numeric, values greater than 0 will produce increasingly more debugging information. |
... |
currently not used. |
see selection
.
Arne Henningsen, Ott Toomet otoomet@ut.ee
see selection
.