R help - Nov 2006 - AIC for heckit

Hi,

I have used the heckit function in micEcon. Now I
would like to evaluate the fit of the probit part of
the model but when I enter
AIC(sk$probit)

I get this error
Error in logLik(object) : no applicable method for
"logLik"

How can I then get the AIC for this model?

Side question:  If you know - from the top of your
head - some link to readings dealing with evaluating
the appropriateness of the model and the fit with help
of an example, please let me know!

Thanks a million,
  Werner

> I have used the heckit function in micEcon.
> ...
> How can I then get the AIC for this model?
It appears that the heckit $probit object is of class 'glm' and so, for
example:

main.result <- heckit(whateveryouaredoing)        # Do your heckit()...
probit.result <- main.result$probit         # The glm object produced by
heckit()
probit.aic <- probit.result$aic                 # The AIC, see ?glm

should have what you need, ready to go.  I used these tedious names and
three lines of code just to be clear about what is what (I wouldn't really
do it this way).  !)

Jay

-- 
John W. Emerson (Jay)
Assistant Professor of Statistics
Director of Graduate Studies
Department of Statistics
Yale University
http://www.stat.yale.edu/~jay

	[[alternative HTML version deleted]]

Thanks for the hint, Jay!
But somehow it seems like the included $probit object
is not of class glm and I 
couldn't find an AIC property on it. I tried it your
way. Any other suggestions 
regarding how I can evaluate the fit of the first-step
selection model included 
in heckit()?

Best,
   Werner

> From: "Jay Emerson" <jayemerson at gmail.com>
> Subject: Re: [R] AIC for heckit
> To: r-help at stat.math.ethz.ch
> Message-ID:
> 
<d4588dec0612010525s6d788716of30a1066eb50f4c2 at
mail.gmail.com>
> Content-Type: text/plain
> 
>> > I have used the heckit function in micEcon.
>> > ...
>> > How can I then get the AIC for this model?
> 
> It appears that the heckit $probit object is of
class 'glm' and so, for
> example:
> 
> main.result <- heckit(whateveryouaredoing)        #
Do your heckit()...
> probit.result <- main.result$probit         # The
glm object produced by
> heckit()
> probit.aic <- probit.result$aic                 #
The AIC, see ?glm
> 
> should have what you need, ready to go.  I used
these tedious names and
> three lines of code just to be clear about what is
what (I wouldn't really
> do it this way).  !)
> 
> Jay
> 
> -- John W. Emerson (Jay) Assistant Professor of
Statistics Director of Graduate Studies Department of
Statistics Yale University
http://www.stat.yale.edu/~jay