fitted.selection {sampleSelection}

Fitted Values of Selection Models

Description

Calculate fitted values of sample selection models

Usage

## S3 method for class 'selection'
fitted(object, part = "outcome", ... )

Arguments

object

object of class selection.

part

character string indication which fitted values to extract: "outcome" for the fitted values of the outcome equation(s) or "selection" for the fitted values of the selection equation.

...

further arguments passed to other methods (e.g. fitted.probit or fitted).

Details

If the model was estimated by the 2-step method, the fitted values of the outcome equation are calculated using all regressors of this equation including the inverse Mill's ratios, i.e. the fitted values correspond to the conditional expectations (see predict.selection).

If the model was estimated by the maximum likelihood method, the fitted values of the outcome equation are calculated by disregarding the selection equation, i.e. the fitted values correspond to the unconditional expectations (see predict.selection).

The fitted values of the selection equation are probabilities. If the dependent variable of the outcome equation is binary, also the fitted values of the outcome equation are probabilities.

Value

A numeric vector of the fitted values.

Author(s)

Arne Henningsen

See Also

fitted, selection, residuals.selection, and selection-methods.