Displaying 2 results from an estimated 2 matches for "2step".
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2005 Apr 20
2
heckit / tobit estimation
...( )" performs a maximum likelihood
estimation. At the moment we are debating how to construct the user
interface. These are our suggestions:
1) Keep it as it is:
heckit( ) does a two-step estimation and
tobit2( ) does a ML estimation
2) Having just one function:
tobit2( ..., method = "2step" ) does a two-step estimation
tobit2( ..., method = "ML" ) does a ML estimation
This has the advantage that other methods like a weighted two-step least
squares can be added easily.
3) As suggestion 2). Argument "method" has the default "ML" and an
additional a...
2009 Jul 12
2
Heckman Selection MOdel Help in R
...y concept or otherwise does there exist
> another way of doing what I wish to achieve
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>
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> On trying
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> regmod <- heckit(s ~ age + gender + gemedu + gemhinc + es_gdppc +
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> ??? imf_pop + estbbo_m, ln_oy5_1 ~ age+ gender+fearfail+gemedu,
> adpopdata,method="2step")
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>
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> I get
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> Error: could not find function "heckit"
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>
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> Error: could not find function "invMillsRatio"
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> Am I missing out something, do i have to install something apart from R
> also, so far I have used
>
&g...