Re: [R] Estimating Endogenous Selection Model

Dear Arne, thank you very much! Best, Johannes -Ursprüngliche Nachricht- Von: Arne Henningsen [mailto:arne.henning...@gmail.com] Gesendet: Samstag, 19. September 2015 07:07 An: Johannes Muck Cc: r-help@r-project.org Betreff: Re: [R] Estimating Endogenous Selection Model Dear

Re: [R] Estimating Endogenous Selection Model

Dear Johannes You can use function selection() of the sampleSelection package and estimate an endogenous switching regression ("tobit-5") model, where you have the selection equation to model investmentment vs. non-investment and you have two outcome equations, one for firms that invest and the ot

[R] Estimating Endogenous Selection Model

Dear all, I want to estimate a model in which individuals self-select into two different actions (e.g. invest or not invest). Moreover, the factors that influence the selection decision also affect the ultimate outcome variable (e.g. return on investment). That is, I want to estimate a model with