AIC for heckit
Thanks for the hint, Jay! But somehow it seems like the included $probit object is not of class glm and I couldn't find an AIC property on it. I tried it your way. Any other suggestions regarding how I can evaluate the fit of the first-step selection model included in heckit()? Best, Werner
From: "Jay Emerson" <jayemerson at gmail.com> Subject: Re: [R] AIC for heckit To: r-help at stat.math.ethz.ch Message-ID:
<d4588dec0612010525s6d788716of30a1066eb50f4c2 at mail.gmail.com>
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I have used the heckit function in micEcon. ... How can I then get the AIC for this model?
It appears that the heckit $probit object is of
class 'glm' and so, for
example: main.result <- heckit(whateveryouaredoing) #
Do your heckit()...
probit.result <- main.result$probit # The
glm object produced by
heckit() probit.aic <- probit.result$aic #
The AIC, see ?glm
should have what you need, ready to go. I used
these tedious names and
three lines of code just to be clear about what is
what (I wouldn't really
do it this way). !) Jay -- John W. Emerson (Jay) Assistant Professor of
Statistics Director of Graduate Studies Department of Statistics Yale University http://www.stat.yale.edu/~jay