Thanks for the hint, Jay! But somehow it seems like the included $probit object is not of class glm and I couldn't find an AIC property on it. I tried it your way. Any other suggestions regarding how I can evaluate the fit of the first-step selection model included in heckit()?
Best, Werner > 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 $probit object is of class 'glm' and so, for > example: > > main.result <- heckit(whateveryouaredoing) # Do your heckit()... > probit.result <- main.result$probit # The glm object produced by > heckit() > probit.aic <- probit.result$aic # The AIC, see ?glm > > should have what you need, ready to go. I used these tedious names and > three lines of code just to be clear about what is what (I wouldn't really > do it this way). !) > > Jay > > -- John W. Emerson (Jay) Assistant Professor of Statistics Director of Graduate Studies Department of Statistics Yale University http://www.stat.yale.edu/~jay ______________________________________________ R-help@stat.math.ethz.ch 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.