Dear Faradj On 27 August 2016 at 16:11, Faradj Koliev <farad...@gmail.com> wrote: > It actually worked with heckit() command as well, do I need to use > selection()?
I suggest that you use the selection() command/function only. heckit() is just a wrapper to selection() with the only difference that heckit() estimates the model with the 2-step method by default, while selection() estimates the model by the maximum likelihood method by default (unless specified otherwise with argument "method"). I see no good reason for estimating the sample-selection model by the 2-step method instead of the maximum likelihood method. > 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? Do you mean that the dependent variable of the selection equation is an ordered variable with three levels (0-1-2), that the dependent variable of the outcome equation is an ordered variable with three levels (0-1-2), or that both of the dependent variables are ordered variable with three levels (0-1-2) each? In any case: no, this is not implemented in the sampleSelection package. Sorry! Anyway, I guess that it is not too complicated to derive the likelihood function and implement the estimation yourself, e.g., using the maxLik package. If you do this, I would be happy to help you to implement this feature in the sampleSelection package. Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ 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.
