R help - Aug 2004 - sample selection problem, inverse mills ratio (Heckman, Lewbel, ...)

-----Ursprüngliche Nachricht-----
	Von: Wildi Marc, wia 
	Gesendet: Mittwoch, 18. August 2004 10:11
	An: r-help@lists.R-project.org
	Betreff: 
	
	
	Hi
	 
	Does anybody know from an R-package devoted to sample selection problems
(Heckman's lambda, Lewbel, ...)?
	 
	Thanks and best regards
	 
	Marc Wildi




	[[alternative HTML version deleted]]

Hi,

I think you have to do these estimations "by hand". However, this
shouldn't be
too difficult. For instance the first step of the 2-step Heckman estimation 
is a probit estimation that can by done in R by 
   glm(  ... , family=binomial(link=probit))
(see ?glm). And the second step is a simple OLS regression.

All the best,
Arne


On Thursday 19 August 2004 11:45, Wildi Marc, wia wrote:
>  -----Urspr??ngliche Nachricht-----
>  Von: Wildi Marc, wia
>  Gesendet: Mittwoch, 18. August 2004 10:11
>  An: r-help at lists.R-project.org
>  Betreff:
>
>
>  Hi
>
>  Does anybody know from an R-package devoted to sample selection problems
> (Heckman's lambda, Lewbel, ...)?
>
>  Thanks and best regards
>
>  Marc Wildi
>
>
>
>
>  [[alternative HTML version deleted]]
>
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-- 
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
ahenningsen at agric-econ.uni-kiel.de
http://www.uni-kiel.de/agrarpol/ahenningsen/