Hi everyone,
How do I run Heckman models in R with two binary dependent variables?
sampleSelection package in R works with standard heckman models ( binary DV for
the selection equation and continuous DV for the outcome equation). In my case
dependent variables are both binary (actually ordered but I didn’t find
anything on that)
So using sampleSelection package one could do this by running:
SelectionEquation <- binaryDV1 ~ x1+x2+x3+x4
OutcomeEquation <- binaryDV2~o7+x1+x4+x5
HeckmanModel <- heckit(SelectionEquation,OutcomeEquation, data=mydata,
method="2step")
The problem is that heckit() doesn’t work here. I think in STATA one could use
heckprob command for this. Anyone who knows more than me?
Thanks!
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