Re: [R] AIC for heckit
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.
Re: [R] AIC for heckit
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 model fit we would always recommend the extractor functions (e.g. AIC()) over messing with components of the fit. On Fri, 1 Dec 2006, Jay Emerson wrote: >> 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 > > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ 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.
Re: [R] AIC for heckit
> 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 [[alternative HTML version deleted]] __ 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.
