Message-ID: <7E6E6DBE-BDCA-4B2A-9FB1-9F4A825058FD@gmail.com>
Date: 2016-08-25T10:31:43Z
From: Faradj Koliev
Subject: 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!
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