Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

summary.selection

Summarizing Selection Estimations


Description

Print or return a summary of a selection estimation.

Usage

## S3 method for class 'selection'
summary(object, ...)
   ## S3 method for class 'summary.selection'
print(x,
      digits = max(3, getOption("digits") - 3),
      part = "full", ...)

Arguments

object

an object of class 'selection'.

x

an object of class 'summary.selection'.

part

character string: which parts of the summary to print: "full" for all the estimated parameters (probit selection, outcome estimates, correlation and residual variance), or "outcome" for the outcome results only.

digits

numeric, (suggested) number of significant digits.

...

currently not used.

Details

The variance-covariance matrix of the two-step estimator is currently implemented only for tobit-2 (sample selection) models, but not for the tobit-5 (switching regression) model.

Value

Summary methods return an object of class summary.selection. Print methods return the argument invisibly.

Author(s)

Arne Henningsen, Ott Toomet otoomet@ut.ee

See Also

Examples

## Wooldridge( 2003 ): example 17.5, page 590
data( Mroz87 )
wooldridge <- selection( lfp ~ nwifeinc + educ + exper + I( exper^2 ) +
   age + kids5 + kids618, log( wage ) ~ educ + exper + I( exper^2 ),
   data = Mroz87, method = "2step" )

# summary of the 1st step probit estimation (Example 17.1, p. 562f)
# and the 2nd step OLS regression (example 17.5, page 590)
summary( wooldridge )

# summary of the outcome equation only
print(summary(wooldridge), part="outcome")

sampleSelection

Sample Selection Models

v1.2-12
GPL (>= 2)
Authors
Arne Henningsen [aut, cre], Ott Toomet [aut], Sebastian Petersen [ctb]
Initial release
2020-12-14

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.