Dear Arne, Many thanks for this,
It actually worked with heckit() command as well, do I need to use selection()? Also, I would be really grateful if you can suggest a package that would allow for estimation of heckman models with two ordered variables (0-1-2). Can sampleSelection handle this? Warm regards, Faradj > 27 aug. 2016 kl. 10:39 skrev Arne Henningsen <arne.henning...@gmail.com>: > > 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.pi...@precheza.cz> wrote: >> Hi >> >> See in line >> >>> -----Original Message----- >>> From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Faradj >>> Koliev >>> Sent: Thursday, August 25, 2016 12:32 PM >>> To: r-help@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]] >>> >>> ______________________________________________ >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide http://www.R-project.org/posting- >>> guide.html >>> and provide commented, minimal, self-contained, reproducible code. >> >> ________________________________ >> Tento e-mail a jakékoliv k němu připojené dokumenty jsou důvěrné a jsou >> určeny pouze jeho adresátům. >> Jestliže jste obdržel(a) tento e-mail omylem, informujte laskavě neprodleně >> jeho odesílatele. 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