Michal Kvasnička
2013-May-29 06:32 UTC
[R] Quantile regression for binary choice and heckit
Hallo. Is there any package / code snippet to estimate quantile regression for a binary choice model (like probit) and selection model (like heckit)? I found that quantreg package can estimate tobit-like model, but I can't figure out how to tweak it for probit / heckit. Best wishes, Michal
This is a bit like asking how should I tweak my sailboat so I can explore the ocean floor. url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801 On May 29, 2013, at 1:32 AM, Michal Kvasni?ka wrote:> Hallo. > > Is there any package / code snippet to estimate quantile regression > for a binary choice model (like probit) and selection model (like > heckit)? I found that quantreg package can estimate tobit-like model, > but I can't figure out how to tweak it for probit / heckit. > > Best wishes, > Michal > > ______________________________________________ > 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.