Hi Brian, On Friday 17 February 2006 22:30, Brian Perron wrote: > Hello folks, > > I am trying to estimate the two-step Heckman regression model. I would > like to make an adjustment for intragroup correlations. Stata can > implement this with the "cluster" option, but I am really hoping to stick > with R. It seems that the micEcon package is the primary source for this > two-step regression model (i.e., heckit), but I can't find a way to make > the adjustment. Am I overlooking something with this package or other > packages?
The heckit() function in the micEcon package definitively has no "cluster" option. Unfortunately, I don't know anything about adjustment for intragroup correlations in heckman type estimations. Is this difficult to implement? Do you know a description of this procedure? (Maybe we can do this together.) Arne > Brian > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html -- 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 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
