sampleSelection: heckit2fit – R documentation

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heckit2fit

2-step Heckman (heckit) estimation

Description

These functions do the actual fitting of tobit-2 (sample selection), tobit-5 (switching regression) and normal-disturbance treatment effect models by the 2-step Heckman (heckit) estimation. They are called by selection or heckit and they are intended for sampleSelection internal use.

Usage

heckit2fit( selection, outcome, data=sys.frame(sys.parent()),
   weights = NULL, inst = NULL,
   printLevel=print.level, print.level = 0,
   maxMethod = "Newton-Raphson" )

heckit5fit( selection, outcome1, outcome2, data = sys.frame(sys.parent()),
   ys = FALSE, yo = FALSE, xs = FALSE, xo = FALSE, mfs = FALSE,
   mfo = FALSE,
   printLevel=print.level, print.level = 0, maxMethod = "Newton-Raphson", ... )

heckitTfit(selection, outcome, data=sys.frame(sys.parent()),
   ys=FALSE, yo=FALSE, xs=FALSE, xo=FALSE, mfs=FALSE, mfo=FALSE,
   printLevel=0, maxMethod="Newton-Raphson", ... )

Arguments

`selection`	formula for the probit estimation (1st step) (see `selection`).
`outcome`	formula to be estimated (2nd step). In case of treatment effect model, it may include the response indicator from selection equation.
`outcome1`	formula, the first outcome equation.
`outcome2`	formula, the second outcome equation.
`data`	a data frame containing the data.
`weights`	an optional vector of ‘prior weights’ to be used in the fitting process. Should be NULL or a numeric vector. Weights are currently only supported in type-2 models.
`inst`	an optional one-sided formula specifying instrumental variables for a 2SLS/IV estimation on the 2nd step.
`ys, yo, xs, xo, mfs, mfo`	logicals. If true, the response (`y`), model matrix (`x`) or the model frame (`mf`) of the selection (`s`) or outcome (`o`) equation(s) are returned.
`print.level`	numeric, values greater than 0 will produce increasingly more debugging information.
`maxMethod`	character string, a maximisation method supported by `maxLik` that is used for estimating the probit model (1st stage).
`...`	currently not used.

Value

see selection.

Author(s)

Arne Henningsen, Ott Toomet otoomet@ut.ee

References