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micEcon (version 0.4-0)

heckit2fit: 2-step Heckman (heckit) estimation

Description

These functions do the actual fitting of tobit-2 (sample selection) and tobit-5 (switching regression) models by the 2-step Heckman (heckit) estimation. They are called by selection or heckit and they are intended for micEcon internal use.

Usage

heckit2fit( selection, outcome, data, inst = NULL, print.level = 0, ... )
heckit5fit( selection, outcome1, outcome2, data = sys.frame(sys.parent()),
   ys = FALSE, yo = FALSE, xs = FALSE, xo = FALSE, mfs = FALSE,
   mfo = FALSE, print.level = 0, ... )

Arguments

selection
formula for the probit estimation (1st step) (see details).
outcome
formula to be estimated (2nd step).
outcome1
formula, the first outcome equation.
outcome2
formula, the second outcome equation.
data
a data frame containing the data.
inst
an optional one-sided formula specifying instrumental variables for a 2SLS/IV estimation on the 2nd step.
ys, yo, xs, xo, mfs, mfo
logicals. If true, the response (y), model matrix (x) or the model frame (mf) of the selection (s) or outcome (o) equation(s) are returned.
print.level
numeric, values greater than 0 will produce increasingly more debugging information.
...
currently not used.

Value

References

see selection.

See Also

selection, heckit