On Mon, Jul 13, 2009 at 11:18 AM, Pathak, Saurav<s.patha...@imperial.ac.uk> wrote: > Dear Arne > I have gone through the paper and I have tried it at my end, I would really > appreciate if you could address the following: > > 1. Based upon your suggestion I used the following: > > regmod2 <- selection(s ~ age + gender + gemedu + gemhinc + es_gdppc + > imf_pop + estbbo_m, ln_oy5_1 ~ age+ gender+fearfail+gemedu, adpopdata, > method = "2step") > On trying the above( notice that I have changed "heckit" to "selection" in > the above command, i get the following error message > > Error in coef.probit(result$probit) : > could not find function "coef.maxLik"
That's weird. Which versions of R, sampleSelection, and maxLik do you use? > Before trying the above I tried the following: > > 2. When I tried to do the Heckman selection model in stages , the first run > was successful, I mean, using the following: > > myProbit<- glm(s ~ age + gender + gemedu + gemhinc + es_gdppc + > + imf_pop + estbbo_m, family = binomial(link = "probit")) >> summary(myProbit) > > I am successful upto this point, but > > 3. When I try calculating the IMR using the following: > adpopdata$IMR<-invMillsRatio(myProbit)$IMR1 > > I get the error below > Error in `$<-.data.frame`(`*tmp*`, "IMR", value = c(2.50039945424535, : > replacement has 257358 rows, data has 343251 I guess that you have some NAs in the data so that you have the IMRs not for all observations but only for the observations witout NAs. R> myIMRs <- invMillsRatio(myProbit)$IMR1 should work. > Is there a code to calculate IMR by hand?? Yes, inside invMillsRatio() However, why do you want to do this? > what I see is that the number of rows of IMR calculated and the number > of rows in the actual data set do not match (may be some missing > value issues, I am not sure, if it is, how to fix it?) and hence IMR could > not be added to my original data set, how do I fix this and then proceed > to get correct IMR to use in my outcome equation (the OLS stage) > > This is really taking a lot of time, I am working on it for weeks, can > you please help me kindly, If you wish I can send you the data set as well Please try to fix it yourself. Arne > > -----Original Message----- > From: Arne Henningsen [mailto:arne.henning...@googlemail.com] > Sent: 13 July 2009 00:56 > To: Pathak, Saurav; r-help@r-project.org; otoo...@ut.ee > Subject: Re: Heckman Selection MOdel Help in R > > Hi Saurav! > > On Sun, Jul 12, 2009 at 6:06 PM, Pathak, > Saurav<s.patha...@imperial.ac.uk> wrote: >> I am new to R, I have to do a 2 step Heckman model, my selection equation is >> below which I was successful in running but I am unable to proceed further, >> >> >> >> I have so far used the following command >> >> glm(formula = s ~ age + gender + gemedu + gemhinc + es_gdppc + >> imf_pop + estbbo_m, family = binomial(link = "probit")) >> >> My question is >> 1. How do i discard the non significant selection variables (one out of the >> seven variables above is non-significant) and calculate the Inverse Mills >> Ratio of the significant variables >> >> 2. I need the inverse mills ratio from the above to run the outcome equation >> model using OLS with the Inverse mills ratio calculated on the basis of the >> above probit as the control in my outcome equation, hence I need to get the >> IMR (Is there another direct way?) >> >> 3. How can this be done in R using my concept or otherwise does there exist >> another way of doing what I wish to achieve >> >> >> >> On trying >> >> regmod <- heckit(s ~ age + gender + gemedu + gemhinc + es_gdppc + >> >> imf_pop + estbbo_m, ln_oy5_1 ~ age+ gender+fearfail+gemedu, >> adpopdata,method="2step") >> >> >> >> I get >> >> Error: could not find function "heckit" >> >> >> >> Error: could not find function "invMillsRatio" >> >> >> >> Am I missing out something, do i have to install something apart from R >> also, so far I have used >> >> >> >> install.packages( "sampleSelection", repos="http://R-Forge.R-project.org"; ) >> >> install.packages("Rcmdr", dependencies=TRUE) >> >> >> >> Even then I am unable to run heckit, please help > > You have to install (only once) and *load* the package before you can use it: > R> library( "sampleSelection" ) > > I suggest that you do NOT use function "heckit" but function > "selection", because the latter allows you to estimate the model both > by the 2-step and the 1-step (ML) method (depending on argument > "method"). > > Our paper about the sampleSelection package published in the JSS could > be also helpful for you: > http://www.jstatsoft.org/v27/i07/ > > Arne > > -- > Arne Henningsen > http://www.arne-henningsen.name > -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
