[R] Heckman estimation

Arne Henningsen ahenningsen at email.uni-kiel.de
Wed Aug 25 13:31:01 CEST 2004


I wrote a function to perform a two-step Heckman (also known as "heckit") 
estimation. This function is mainly a wrapper function to "glm" (1st step 
probit estimation) and "lm" (2nd step OLS estimation). Though this function 
is not perfect yet, it is IMHO already very useful. Since there were some 
questions about Heckmann estimation in this list, I would like to release it 
to the public. I hope that "useRs will become developeRs" and help to improve 
and extend this function(s). I think it might be not very reasonable to start 
a new package just for this single small function. And my package "micEcon" 
for microeconomic analysis that I hope to release soon seems also not to be 
the right place, since heckman estimations are used in many other areas 
besides microeconomic analysis. Can anybody suggest me a package that is 
appropriate to include the Heckmann function and whose maintainer is willing 
to do that, too? (Of course, I will write the .Rd file and, if the maintainer 
wants, I will maintain this function.)


Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
ahenningsen at agric-econ.uni-kiel.de

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