On Sat, 11 Jul 2009, saurav pathak wrote:
I have so far used the following command
glm(formula = s ~ age + gender + gemedu + gemhinc + es_gdppc +
imf_pop + estbbo_m, family = binomial(link = "probit"))
My question is
1. How do i discard the non significant selection variables (one out of the
seven variables above is non-significant) and calculate the Inverse Mills
Ratio of the significant variables
2. I need the inverse mills ratio from the above to run the outcome equation
model using OLS with the Inverse mills ratio as the control for selection
bias, kindly help, hence I need to get the IMR
3. How can this eb done in R using my concept or otherwise does there exist
anotehr way of doing what I wish to achieve
Have a look at
help("heckit", package = "sampleSelection")
which should do what you want.
hth,
Z
Please help
Thanks#
Saurav
--
Dr.Saurav Pathak
PhD, Univ.of.Florida
Mechanical Engineering
Doctoral Student
Innovation and Entrepreneurship
Imperial College Business School
s.patha...@imperial.ac.uk
0044-7795321121
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