Quantile regression for binary choice and heckit
This is a bit like asking how should I tweak my sailboat so I can explore the ocean floor. url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801
On May 29, 2013, at 1:32 AM, Michal Kvasni?ka wrote:
Hallo. Is there any package / code snippet to estimate quantile regression for a binary choice model (like probit) and selection model (like heckit)? I found that quantreg package can estimate tobit-like model, but I can't figure out how to tweak it for probit / heckit. Best wishes, Michal
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