I don't know if I understand your problem very well but the first reference that comes to mind is
James Heckman, "Dummy Endogenous Variables in a Simultaneous Equation System," Econometrica, (July 1978). also you might find a good survey of the literature on Francis Vella "Estimating models with sample selection bias: A survey," Journal of Human Resources, 1998, Vol 33 pp 127-169. I don't know how many of the methods here proposed are already implemented in R, but in principle many of them are Likelihood models that you could program. best robert On 2/27/06, David Hugh-Jones <[EMAIL PROTECTED]> wrote: > Hi > > I have data for voting behaviour on two (related) binary votes. I want > to examine the second vote, running separate regressions for groups > who voted different ways on the first vote. As the votes are not > independent, I guess that there is an issue with selection bias. > > So, I think I would like to fit a heckit style model but with a binary > dependent variable - so, in effect, two successive probits. Is there a > way to do it in R? (Alternatively: am I thinking about this the right > way?) > > Cheers > David > > ______________________________________________ > [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 > ______________________________________________ [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
