I have so far used the following command
glm(formula = s ~ age + gender + gemedu + gemhinc + es_gdppc +
imf_pop + estbbo_m, family = binomial(link = "probit"))
My question is
1. How do i discard the non significant selection variables (one out of the
seven variables above is non-significant) and calculate the Inverse Mills
Ratio of the significant variables
2. I need the inverse mills ratio from the above to run the outcome equation
model using OLS with the Inverse mills ratio as the control for selection
bias, kindly help, hence I need to get the IMR
3. How can this eb done in R using my concept or otherwise does there exist
anotehr way of doing what I wish to achieve
Please help
Thanks#
Saurav
--
Dr.Saurav Pathak
PhD, Univ.of.Florida
Mechanical Engineering
Doctoral Student
Innovation and Entrepreneurship
Imperial College Business School
s.pathak08@imperial.ac.uk
0044-7795321121
[[alternative HTML version deleted]]
On Sat, 11 Jul 2009, saurav pathak wrote:> I have so far used the following command > > glm(formula = s ~ age + gender + gemedu + gemhinc + es_gdppc + > imf_pop + estbbo_m, family = binomial(link = "probit")) > > My question is > 1. How do i discard the non significant selection variables (one out of the > seven variables above is non-significant) and calculate the Inverse Mills > Ratio of the significant variables > > 2. I need the inverse mills ratio from the above to run the outcome equation > model using OLS with the Inverse mills ratio as the control for selection > bias, kindly help, hence I need to get the IMR > > 3. How can this eb done in R using my concept or otherwise does there exist > anotehr way of doing what I wish to achieveHave a look at help("heckit", package = "sampleSelection") which should do what you want. hth, Z> Please help > Thanks# > Saurav > > -- > Dr.Saurav Pathak > PhD, Univ.of.Florida > Mechanical Engineering > Doctoral Student > Innovation and Entrepreneurship > Imperial College Business School > s.pathak08 at imperial.ac.uk > 0044-7795321121 > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >
Dear Saurav, If you don't wish to calculate it by hand, you can extract the Inverse Mill's Ratio using the function "invMillsRatio" from the sampleSelection package. (http://cran.r-project.org/web/packages/sampleSelection/index.html). You can also use the "heckit" function in the same package for estimating the entire model. And are you sure you wish to drop the non-significant selection variable? If your theoretical model is sound you might end up with an omitted variable bias ... Good luck, Uli> Date: Sat, 11 Jul 2009 13:39:43 +0100 > From: saurav pathak <pathak.saurav at gmail.com> > Subject: [R] Heckman Selection Model/Inverse Mills Ratio > To: r-help at r-project.org > > I have so far used the following command > > glm(formula = s ~ age + gender + gemedu + gemhinc + > es_gdppc + > ? ? imf_pop + estbbo_m, family = binomial(link > "probit")) > > My question is > 1. How do i discard the non significant selection variables > (one out of the > seven variables above is non-significant) and calculate the > Inverse Mills > Ratio of the significant variables > > 2. I need the inverse mills ratio from the above to run the > outcome equation > model using OLS with the Inverse mills ratio as the control > for selection > bias, kindly help, hence I need to get the IMR > > 3. How can this eb done in R using my concept or otherwise > does there exist > anotehr way of doing what I wish to achieve > Please help > Thanks# > Saurav > > -- > Dr.Saurav Pathak > PhD, Univ.of.Florida > Mechanical Engineering > Doctoral Student > Innovation and Entrepreneurship > Imperial College Business School > s.pathak08 at imperial.ac.uk > 0044-7795321121 >?Obt?n la mejor experiencia en la web! Descarga gratis el nuevo Internet Explorer 8. http://downloads.yahoo.com/ieak8/?l=mx