Hi,
I wrote a function to perform a two-step Heckman (also known as
"heckit")
estimation. This function is mainly a wrapper function to "glm" (1st
step
probit estimation) and "lm" (2nd step OLS estimation). Though this
function
is not perfect yet, it is IMHO already very useful. Since there were some
questions about Heckmann estimation in this list, I would like to release it
to the public. I hope that "useRs will become developeRs" and help to
improve
and extend this function(s). I think it might be not very reasonable to start
a new package just for this single small function. And my package
"micEcon"
for microeconomic analysis that I hope to release soon seems also not to be
the right place, since heckman estimations are used in many other areas
besides microeconomic analysis. Can anybody suggest me a package that is
appropriate to include the Heckmann function and whose maintainer is willing
to do that, too? (Of course, I will write the .Rd file and, if the maintainer
wants, I will maintain this function.)
Thanks,
Arne
--
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/
