similar to: Interpreting coefficient in selection and outcome Heckman models in sampleSelection

Displaying 20 results from an estimated 400 matches similar to: "Interpreting coefficient in selection and outcome Heckman models in sampleSelection"

2009 Jan 27
2
Need help on running Heckman Correction Estimation using R
Team, I am trying to resolve the self-selection bias of a sample in an experiment and would like to run the Heckman Correction Estimation using R. Can someone help me with the R-Code... I tried searching for the discussion, but not successful. Thanks in advance, Best, Kishore/.. http://kaykayatisb.blogspot.com [[alternative HTML version deleted]]
2011 Nov 25
1
Unable to reproduce Stata Heckman sample selection estimates
Hello, I am working on reproducing someone's analysis which was done in Stata. The analysis is estimation of a standard Heckman sample selection model (Tobit-2), for which I am using the sampleSelection package and the selection() function. I have a few problems with the estimation: 1) The reported standard error for all estimates is Inf ... vcov(selectionObject) yields Inf in every
2009 Jul 12
2
Heckman Selection MOdel Help in R
Hi Saurav! On Sun, Jul 12, 2009 at 6:06 PM, Pathak, Saurav<s.pathak08 at imperial.ac.uk> wrote: > I am new to R, I have to do a 2 step Heckman model, my selection equation is > below which I was successful in running but I am unable to proceed further, > > > > I have so far used the following command > > glm(formula = s ~ age + gender + gemedu + gemhinc + es_gdppc +
2011 Jul 11
1
Robust vce for heckman estimators
When using function heckit() from package ‘sampleSelection’, is there anyway to make t-tests for the coefficients using robust covariance matrix estimator? By “robust” I mean something like if a had an object ‘lm’ called “reg” and then used: > coeftest(reg, vcov = vcovHC(reg)). I’m asking this because in Stata we could use function heckman and then use vce option “robust”. We could do the
2009 Jul 11
2
Heckman Selection Model/Inverse Mills Ratio
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
2008 Mar 07
0
Packages micEcon, sampleSelection, and maxLik
Dear R Users: We have splitted up the micEcon package into three packages: a) Package "maxLik" provides tools for maximum likelihood estimations (see http://www.maxLik.org). b) Package "sampleSelection" provides tools for estimating Heckman-type sample selection/generalized tobit models (see http://www.sampleSelection.org). c) Package "micEcon" contains the
2008 Mar 07
0
Packages micEcon, sampleSelection, and maxLik
Dear R Users: We have splitted up the micEcon package into three packages: a) Package "maxLik" provides tools for maximum likelihood estimations (see http://www.maxLik.org). b) Package "sampleSelection" provides tools for estimating Heckman-type sample selection/generalized tobit models (see http://www.sampleSelection.org). c) Package "micEcon" contains the
2017 Jan 02
2
cron job failures with a perl script containing Astro::Time
Everyone, I am building a gateway server with a new : CentOS Linux release 7.3.1611 (Core)??with 3.10.0-514.2.2.el7.x86_64 kernel. Everything was going find, but I was not able to get a particular cronjob to function properly that contained a perl script with Astro::Time as an include file. Astro::Time was installed with the use of the cpan module downloaded from the Centos repositories. The
2000 Dec 06
1
openssh-2.3.0p1 (Linux) fails using options with dss key
I'm trying to change my local setup from ssh2 to openssh-2.3.0p1. I need captive comands and specific environments for each key, i.e. the "command=XXX" and "environment=X=y" options. Unfortunately I *also* need to support the existing ssh2 client for a transition period, since it's impractical to change all user's environments to openssh in one go. I have converted
2009 Apr 22
1
reversing xlim, ylim in smoothScatter
Hello, I have found that in smoothScatter it is not possible to reverse the axes plotted (R version 2.9.0) .   It appears that this arises from the hard coding of xlim and ylim in smoothscatter.R in the lines : x <- x[ xlim[1] <= x[,1] & x[,1] <=xlim[2], ]   (line  number 25) and x <- x[ ylim[1] <= x[,2] & x[,2] <= ylim[2], ]  (line number 31) This results in a x
2006 Dec 19
2
configure don't check Qt libraries
.. checking for wnck_window_has_name... yes checking for METACITY... yes checking for Qt headers... /opt/qt/include checking for Qt libraries... no configure: creating ./config.status .. .. gnome: no kde: no .. I have tried to compile kde window decorator, but "configure" don't check my Qt installation and it don't have a option to specify the path. Thanks for your
2006 Feb 17
1
Heckman regression / adjustment for standard errors?
Hello folks, I am trying to estimate the two-step Heckman regression model. I would like to make an adjustment for intragroup correlations. Stata can implement this with the "cluster" option, but I am really hoping to stick with R. It seems that the micEcon package is the primary source for this two-step regression model (i.e., heckit), but I can't find a way to make the
2004 Aug 25
0
Heckman estimation
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
2004 Aug 19
1
sample selection problem, inverse mills ratio (Heckman, Lewbel, ...)
-----Ursprüngliche Nachricht----- Von: Wildi Marc, wia Gesendet: Mittwoch, 18. August 2004 10:11 An: r-help@lists.R-project.org Betreff: Hi Does anybody know from an R-package devoted to sample selection problems (Heckman's lambda, Lewbel, ...)? Thanks and best regards Marc Wildi [[alternative HTML version deleted]]
2009 Aug 20
0
Heckman probit ?
Is there a function to fit heckman probit model in R ? Sincerly.. Justin BEM BP 1917 Yaoundé Tél (237) 76043774 [[alternative HTML version deleted]]
2008 Nov 17
0
code for Heckman selection with panel data
Hello, Does anyone know of R code that exists to correct for sample selection with panel data as in: J.M. Wooldridge (1995), ?Selection Corrections for Panel Data Models Under Conditional Mean Independence Assumptions,? Journal of Econometrics 68, 115-132. Many thanks for your consideration, Lindy
2013 Nov 13
2
determinacion del tamaño de la muestra
Yo no conozco ningún paquete para hacer esto aunque probablemente exista. De todas maneras las cuentas de este tipo de calculos no suelen ser complicadas. Personalmente le recomendaría pasarse por una biblioteca y adquirir el siguiente libro donde explica con todo lujo de detalles, en castellano y simpliciddad como hacer estos calculos
2018 Jan 03
3
Coping with non-standard evaluation in R program analysis
Hello R experts, I plan to develop a tool for dynamic analysis of R programs. I would like to trace function calls at runtime, capturing argument and return values. Following a suggestion made some time ago on this list, my high-level implementation strategy is to rewrite the AST, augmenting call expressions with pre-call and post-call shims to capture the arguments and return value,
2017 Jan 02
0
cron job failures with a perl script containing Astro::Time
On 2017-01-02, Gregory P. Ennis <PoMec at PoMec.Net> wrote: > > The error message I get in the logs is : > > Can't locate Astro/Time.pm in @INC (@INC contains: > /usr/local/lib64/perl5 /usr/local/share/perl5 > /usr/lib64/perl5/vendor_perl /usr/share/perl5/vendor_perl > /usr/lib64/perl5 /usr/share/perl5 .) at /usr/local/bin/s.bkup.degw3.prl > line 12. > BEGIN
2013 Nov 13
2
determinacion del tamaño de la muestra
Si antes de hacerlo tú mismo decides mirar otras opciones, además de las que te han dicho: survey <http://cran.at.r-project.org/web/packages/survey/index.html>analysis of complex survey samples sampling <http://cran.at.r-project.org/web/packages/sampling/index.html>Survey Samplingsamplingbook<http://cran.at.r-project.org/web/packages/samplingbook/index.html>Survey Sampling