similar to: Robust vce for heckman estimators

Displaying 20 results from an estimated 300 matches similar to: "Robust vce for heckman estimators"

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 +
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
2005 Apr 20
2
heckit / tobit estimation
Dear All, we (Ott Toomet and I) would like to add functions for maximum likelihood (ML) estimations of generalized tobit models of type 2 and type 5 (*see below) in my R package for microeconomic analysis "micEcon". So far we have called these functions "tobit2( )" and "tobit5( )". Are these classifications well known? How are these functions called in other
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 Jul 05
1
Create factor variable by groups
Hi, suppose that I have the following data.frame: cnae4 cnpj 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 Y 24996 10020470 1 1 2 12 16 21 17 51 43 19 183 24996 10020470 69 91 79 92 91 77 90 96 98 108 891 36145 10020470 0 0 0 0 2 83 112 97 91 144 529 44444 10023333 5 20 60 0 0 0 0 5 20 1000 1110 I would like to create a new variable X that indicates which
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
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
2011 Jun 18
1
Conditional Correlation
Hi, How can I accomplish this in R. Example: I have the following data.frame: data <- data.frame(x=c(1,2,3,4,5,6,5,3,7,1,0,4,8),y=c(1,2,1,2,2,2,1,1,1,2,2,2,2),z=c(5,8,4,3,4,1,6,3,3,6,3,5,7)) Supposing that data$y is a factor, I would like to find the Spearman correlation between data$x and data$z indexing it by data$y. To be more specific, I want to find two correlations: between x and z
2006 Feb 27
2
heckit with a probit
Hi I have data for voting behaviour on two (related) binary votes. I want to examine the second vote, running separate regressions for groups who voted different ways on the first vote. As the votes are not independent, I guess that there is an issue with selection bias. So, I think I would like to fit a heckit style model but with a binary dependent variable - so, in effect, two successive
2006 Nov 30
2
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$probit) I get this error Error in logLik(object) : no applicable method for "logLik" How can I then get the AIC for this model? Side question: If you know - from the top of your head - some link to readings dealing with evaluating the
2004 Aug 25
1
License for including datasets in packages
Dear All, I would like to publish a function for 'heckit' estimations together with two examples from Greene's and Wooldridge's econometric textbooks. These examples use the dataset of Mroz (1987) that is also available in John Fox' "car" package. However, not all variables that are used in my examples are available in the "car" package. Therefore, I
2013 Jul 19
0
Heckit model with Robus std error fit
Hi, I am currently usind R to do a heckit maxlikehood model and I was wondering if there is anyway to do it but specifying the robustness of the std error. I would like it robust. I am currently working with: heckit(selection= ,outcome= , method "ml") Is there anithing else to type into this function to manage that? if not, Is there any other previous or later thing to do
2012 Jul 04
1
Error in hclust?
Dear R users, I have noted a difference in the merge distances given by hclust using centroid method. For the following data: x<-c(1009.9,1012.5,1011.1,1011.8,1009.3,1010.6) and using Euclidean distance, hclust using centroid method gives the following results: > x.dist<-dist(x) > x.aah<-hclust(x.dist,method="centroid") > x.aah$merge [,1] [,2] [1,] -3 -6
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]]
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
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
2010 Jan 03
1
Interpreting coefficient in selection and outcome Heckman models in sampleSelection
Hi there Within sampleSelection, I'm trying to calculate the marginal effects for variables that are present in both the selection and outcome models. For example, age might have a positive effect on probability of selection, but then a negative effect on the outcome variable. i.e. Model<-selection(participation~age, frequency~age, ...) Documentation elsewhere describes one method for
2005 Feb 21
0
New package for microeconomics: micEcon
Dear all, I have uploaded a new package called micEcon (version 0.1-3) to CRAN (an early version of this package has been already presented at useR! 2004). It contains tools for microeconomic analysis and microeconomic modeling. These are for instance: - tools for demand analysis with the 'Almost Ideal Demand System' (AIDS): e.g. econometric estimation, calculation of price and
2005 Feb 21
0
New package for microeconomics: micEcon
Dear all, I have uploaded a new package called micEcon (version 0.1-3) to CRAN (an early version of this package has been already presented at useR! 2004). It contains tools for microeconomic analysis and microeconomic modeling. These are for instance: - tools for demand analysis with the 'Almost Ideal Demand System' (AIDS): e.g. econometric estimation, calculation of price and