Re: [R] Quantile regression for binary choice and heckit

2013-05-29 Thread Roger Koenker
This is a bit like asking how should I tweak my sailboat so I can explore the ocean floor. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

[R] Quantile regression for binary choice and heckit

2013-05-29 Thread Michal Kvasnička
Hallo. Is there any package / code snippet to estimate quantile regression for a binary choice model (like probit) and selection model (like heckit)? I found that quantreg package can estimate tobit-like model, but I can't figure out how to tweak it for probit / heckit. Best wishes, Michal _