R/estfun.ssdeR.R

In ssdeR: Sample Selection Models with a Common Dummy Endogenous Regressor in Simultaneous Equations

estfun.ssdeR <- function(x, ...)
{
  xmat <- x$X
  xmat <- naresid(x$na.action, xmat)
  if(any(alias <- is.na(coef(x)))) xmat <- xmat[, !alias, drop = FALSE]
  wts <- weights(x)
  if(is.null(wts)) wts <- 1
  res <- residuals(x)
  rval <- as.vector(res) * wts * xmat
  attr(rval, "assign") <- NULL
  attr(rval, "contrasts") <- NULL
  if(is.zoo(res)) rval <- zoo(rval, index(res), attr(res, "frequency"))
  if(is.ts(res)) rval <- ts(rval, start = start(res), frequency = frequency(res))
  return(rval)
}