summary.selection: Summarizing Selection Estimations

In sampleSelection2: Sample Selection Models

Description

Print or return a summary of a selection estimation.

Usage

   ## S3 method for class 'selection'
summary(object, ...)
   ## S3 method for class 'summary.selection'
print(x,
      digits = max(3, getOption("digits") - 3),
      part = "full", ...)

Arguments

object	an object of class 'selection'.
x	an object of class 'summary.selection'.
part	character string: which parts of the summary to print: "full" for all the estimated parameters (probit selection, outcome estimates, correlation and residual variance), or "outcome" for the outcome results only.
digits	numeric, (suggested) number of significant digits.
...	currently not used.

Details

The variance-covariance matrix of the two-step estimator is currently implemented only for tobit-2 (sample selection) models, but not for the tobit-5 (switching regression) model.

Value

Summary methods return an object of class summary.selection. Print methods return the argument invisibly.

Author(s)

Arne Henningsen, Ott Toomet [e-mail]

See Also

summary, selection, and selection-methods.

Examples

## Wooldridge( 2003 ): example 17.5, page 590
data( Mroz87 )
wooldridge <- selection( lfp ~ nwifeinc + educ + exper + I( exper^2 ) +
   age + kids5 + kids618, log( wage ) ~ educ + exper + I( exper^2 ),
   data = Mroz87, method = "2step" )

# summary of the 1st step probit estimation (Example 17.1, p. 562f)
# and the 2nd step OLS regression (example 17.5, page 590)
summary( wooldridge )

# summary of the outcome equation only
print(summary(wooldridge), part="outcome")

sampleSelection2 documentation built on May 2, 2019, 6:08 p.m.