step2 {ssmodels}

Heckman's two-step method

Description

Estimate model parameters via two-step method

Usage

step2(YS, XS, YO, XO)

Arguments

YS

Selection vector.

XS

Selection Matrix.

YO

Interest vector.

XO

Matrix of the equation of interest.

Value

Returns a numerical vector with the parameter estimates of the Classical Heckman model via a two-step method. For more information see Heckman (1979)

References

James J Heckman (1979). “Sample selection bias as a specification error.” Econometrica: Journal of the econometric society, 153–161.

Examples

data(MEPS2001)
attach(MEPS2001)
YS <- dambexp
XS <- cbind(age, female, educ, blhisp, totchr, ins)
YO <- lnambx
XO <- cbind(age, female, educ, blhisp, totchr, ins, income)
step2(YS, XS, YO, XO)