[R] Models with Incidental Truncation/Self Selectivity

Ralph Leonhardt ralphl at lrz.uni-muenchen.de
Mon Jan 28 22:46:12 CET 2002


Hi,

is there already a package that allows the estimation  of Heckman-Type
models, i.e.
Models of the Type
y=xb+e_1
z=wc+e_2
with
z \in {0,1}
and y>0 only if z=1 and 0 otherwise and COv(e_1, e_2) \neq 0.

Thank you.
	Ralph
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