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 |