Subject: | XploRe: Learning Guide |
See XploRe: |
Quantlet: | metric05 | |
Description: | Illustrates estimation of a parametric self selection model. | |
Download: | metric05.xpl |
library("metrics") randomize(10178) n = 500 s1 = 1 s2 = 1 s12 = 0.7 ss = #(s1,s12)~#(s12,s2) ev = eigsm(ss) va = ev.values ve = ev.vectors ll = diag(va) ll = sqrt(ll) sh = ve*ll*ve' u = normal(n,2)*sh' z = 2*normal(n,2) g = #(1,2) q = (z*g+u[,1].>=0) x = matrix(n)~aseq(1, n ,0.25) b = #(-9, 1) y = x*b+u[,2] y = y.*(q.>0) heckit = heckman(x,y,z,q) heckit.b heckit.s heckit.g
Subject: | XploRe: Learning Guide |
See XploRe: |