 Usage:  heckit = heckman(x,y,z,q)  

 

 Input:



  x                      n x d matrix , the observed explanatory variables 

                         of the regression equation 

                         

  y                      n x 1 matrix , the observed response variable of the 

                         regression equation 

                         

  z                      n x p matrix , the observed explanatory variables 

                         of the selection equation 

                         

  q                      n x 1 matrix , the observed response variable of the 

                         regression equation; 

                         

 Output:



  heckit.b               d x 1 vector, contains the estimated coefficients of the components of x 

                         result of the second step 

                         

  heckit.s               scalar, contains the estimated covariance of the error terms 

                         in the selection equation and regression equation 

                         result of the second step 

                         

  heckit.g               p x 1 vector, contains the estimated coefficients of the components of z, 

                         result of the first step 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

