Hi Eunmi,
the micEcon library has a heckit() function, but I *think* it might use
OLS for the second stage. Maybe you can just take its first stage output
and simply pass it on to glm() to run probit in the second stage?
Holger
Eunmi Mun wrote:
Hi all,
Are there any R codes implementing Heckman selection models when the
dependent variable at the second stage is a binary variable? The authors
of the paper I and my partner are trying to replicate used the
?heckprob? command in STATA, and we?ve been trying to find comparable
commands in R?
Thanks,
Eunmi
Eunmi Mun
Ph.D. Candidate
Harvard University Sociology Dept.
William James Hall 574
Cambridge, MA 02138
Phone (office): 617-496-3695
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