Re: [R] AIC for heckit

2006-12-06 Thread Werner Wernersen
From: Jay Emerson [EMAIL PROTECTED] Subject: Re: [R] AIC for heckit To: r-help@stat.math.ethz.ch Message-ID: [EMAIL PROTECTED] Content-Type: text/plain I have used the heckit function in micEcon. ... How can I then get the AIC for this model? It appears that the heckit $probit

Re: [R] AIC for heckit

2006-12-01 Thread Jay Emerson
I have used the heckit function in micEcon. ... How can I then get the AIC for this model? It appears that the heckit $probit object is of class 'glm' and so, for example: main.result - heckit(whateveryouaredoing)# Do your heckit()... probit.result - main.result$probit # The

Re: [R] AIC for heckit

2006-12-01 Thread Brian Ripley
As I read it hectik() in micEcon does not fit by maximum likelihood, so AIC is undefined. (People seem to have a magic faith in AIC as a universal panacea, but it does come with a long list of conditions for applicability.) heckit's $probit is apparently only part of the fitting, but for any

[R] AIC for heckit

2006-11-30 Thread Werner Wernersen
Hi, I have used the heckit function in micEcon. Now I would like to evaluate the fit of the probit part of the model but when I enter AIC(sk$probit) I get this error Error in logLik(object) : no applicable method for logLik How can I then get the AIC for this model? Side question: If you know