sampleSelection (version 0.6-2)

fitted.selection: Fitted Values of Selection Models

Description

Calculate fitted values of sample selection models

Usage

## S3 method for class 'selection':
fitted(object, part = "outcome", ... )

Arguments

object

object of class selection.

part

character string indication which fitted values to extract: "outcome" for the fitted values of the outcome equation(s) or "selection" for the fitted values of the selection equation.

...

further arguments passed to other methods (e.g. fitted.probit or fitted).

Value

• A numeric vector of the fitted values.

Details

If the model was estimated by the 2-step method, the fitted values of an outcome equation are calculated using all regressors of this equation including the inverse Mill's ratios.

If the model was estimated by the maximum likelihood method, the fitted values are calculated using only the regressors of the respective (outcome/selection) equation. In the future, we might add the option to include expectations of the error term based on the regressors of the other (selection/outcome) equation.

See Also

selection, residuals.selection fitted, and fitted.probit