Hickman models with two binary dependent variables in R
Hi everyone, How do I run Heckman models in R with two binary dependent variables? sampleSelection package in R works with standard heckman models ( binary DV for the selection equation and continuous DV for the outcome equation). In my case dependent variables are both binary (actually ordered but I didn?t find anything on that) So using sampleSelection package one could do this by running: SelectionEquation <- binaryDV1 ~ x1+x2+x3+x4 OutcomeEquation <- binaryDV2~o7+x1+x4+x5 HeckmanModel <- heckit(SelectionEquation,OutcomeEquation, data=mydata, method="2step") The problem is that heckit() doesn?t work here. I think in STATA one could use heckprob command for this. Anyone who knows more than me? Thanks!