The Mroz87 data frame contains data about 753 married women. These data are collected within the "Panel Study of Income Dynamics" (PSID). Of the 753 observations, the first 428 are for women with positive hours worked in 1975, while the remaining 325 observations are for women who did not work for pay in 1975. A more complete discussion of the data is found in Mroz (1987) . It also includes the following explanatory variables:
lfp: Dummy variable for labor-force participation.
hours: Wife's hours of work in 1975.
kids5: Number of children 5 years old or younger.
kids618: Number of children 6 to 18 years old.
Age: Wife's age.
Educ: Wife's educational attainment, in years.
wage: Wife's average hourly earnings, in 1975 dollars.
repwage: Wife's wage reported at the time of the 1976 interview.
hushrs: Husband's hours worked in 1975.
husage: Husband's age.
huseduc: Husband's educational attainment, in years.
huswage: Husband's wage, in 1975 dollars.
faminc: Family income, in 1975 dollars.
mtr: Marginal tax rate facing the wife.
motheduc: Wife's mother's educational attainment, in years.
fatheduc: Wife's father's educational attainment, in years.
unem: Unemployment rate in county of residence, in percentage points.
city: Dummy variable = 1 if live in large city, else 0.
exper: Actual years of wife's previous labor market experience.
nwifeinc: Non-wife income.
wifecoll: Dummy variable for wife's college attendance.
huscoll: Dummy variable for husband's college attendance.
Source
PSID Staff, The Panel Study of Income Dynamics, Institute for Social ResearchPanel Study of Income Dynamics, University of Michigan, https://psidonline.isr.umich.edu/
References
Thomas A Mroz (1987). “The sensitivity of an empirical model of married women's hours of work to economic and statistical assumptions.” Econometrica: Journal of the Econometric Society, 765–799. Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti (2019). ssmrob: Robust Estimation and Inference in Sample Selection Models. R package version 0.7, https://CRAN.R-project.org/package=ssmrob. Ott Toomet, Arne Henningsen (2008). “Sample Selection Models in R: Package sampleSelection.” Journal of Statistical Software, 27(7). https://www.jstatsoft.org/article/view/v027i07. Jeffrey M Wooldridge (2016). Introductory econometrics: A modern approach. Nelson Education.
Examples
# Wooldridge(2016): page 247
data(Mroz87)
attach(Mroz87)
#> The following objects are masked from MEPS2001 (pos = 3):
#>
#> age, educ
#> The following objects are masked from MEPS2001 (pos = 4):
#>
#> age, educ
#> The following objects are masked from MEPS2001 (pos = 5):
#>
#> age, educ
#> The following objects are masked from Mroz87 (pos = 6):
#>
#> age, city, educ, exper, faminc, fatheduc, hours, husage, huscoll,
#> huseduc, hushrs, huswage, kids5, kids618, lfp, motheduc, mtr,
#> nwifeinc, repwage, unem, wage, wifecoll
#> The following objects are masked from MEPS2001 (pos = 7):
#>
#> age, educ
#> The following objects are masked from MEPS2001 (pos = 8):
#>
#> age, educ
#> The following objects are masked from MEPS2001 (pos = 9):
#>
#> age, educ
Mroz87$lwage <- ifelse(Mroz87$wage>0,log(Mroz87$wage), NA)
selectEq <- lfp ~ nwifeinc + educ + exper + I(exper^2) + age + kids5 + kids618
outcomeEq <- lwage ~ educ + exper + I(exper^2)
outcomeS <- cbind(educ, exper)
outcomeC <- 1
outcomeBS <- wage ~ educ + exper + I(exper^2)
outcomeBS <- wage ~ educ + exper + I(exper^2)
HeckmanCL(selectEq, outcomeEq, data = Mroz87)
#> Start not provided using default start values.
#> $coefficients
#> (Intercept) nwifeinc educ exper I(exper^2)
#> 0.2664106321 -0.0121314424 0.1313410931 0.1232775040 -0.0018861283
#> age kids5 kids618 (Intercept) educ
#> -0.0528275356 -0.8673902142 0.0358743373 -0.5526897684 0.1083486083
#> exper I(exper^2) sigma rho
#> 0.0428375381 -0.0008374191 0.6633967328 0.0265969196
#>
#> $value
#> [1] -832.8851
#>
#> $loglik
#> [1] -832.8851
#>
#> $counts
#> gradient
#> 24
#>
#> $hessian
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] -3.839442e+02 -7.799208e+03 -4.687746e+03 -3.928679e+03 -6.317489e+04
#> [2,] -7.799208e+03 -2.090244e+05 -9.831732e+04 -7.473165e+04 -1.123747e+06
#> [3,] -4.687746e+03 -9.831732e+04 -5.908401e+04 -4.777595e+04 -7.626042e+05
#> [4,] -3.928679e+03 -7.473165e+04 -4.777595e+04 -6.330539e+04 -1.316490e+06
#> [5,] -6.317489e+04 -1.123747e+06 -7.626042e+05 -1.316490e+06 -3.249873e+07
#> [6,] -1.638828e+04 -3.354115e+05 -1.994465e+05 -1.773593e+05 -3.001807e+06
#> [7,] -9.096101e+01 -1.754755e+03 -1.183147e+03 -7.209243e+02 -8.118441e+03
#> [8,] -5.333532e+02 -1.093641e+04 -6.438312e+03 -4.127609e+03 -4.833268e+04
#> [9,] 8.208764e+00 1.618208e+02 1.015762e+02 9.432875e+01 1.601295e+03
#> [10,] 1.015763e+02 2.065593e+03 1.299801e+03 1.160877e+03 1.952808e+04
#> [11,] 9.432876e+01 1.745336e+03 1.160877e+03 1.602000e+03 3.424783e+04
#> [12,] 1.601998e+03 2.778802e+04 1.952177e+04 3.428438e+04 8.543210e+05
#> [13,] 1.585076e-02 6.617950e+00 -7.235105e-01 1.114984e-01 2.480667e-01
#> [14,] 3.776258e+00 -6.913255e+01 6.578445e+01 1.997464e+01 2.561709e+02
#> [,6] [,7] [,8] [,9] [,10]
#> [1,] -1.638828e+04 -90.961008 -5.333532e+02 8.208764e+00 1.015763e+02
#> [2,] -3.354115e+05 -1754.755116 -1.093641e+04 1.618208e+02 2.065593e+03
#> [3,] -1.994465e+05 -1183.147449 -6.438312e+03 1.015762e+02 1.299801e+03
#> [4,] -1.773593e+05 -720.924341 -4.127609e+03 9.432875e+01 1.160877e+03
#> [5,] -3.001807e+06 -8118.440880 -4.833268e+04 1.601295e+03 1.952808e+04
#> [6,] -7.242453e+05 -3154.454270 -2.108989e+04 3.485296e+02 4.301366e+03
#> [7,] -3.154454e+03 -117.336140 -1.449825e+02 1.562092e+00 2.081035e+01
#> [8,] -2.108989e+04 -144.982547 -1.424248e+03 1.138161e+01 1.388205e+02
#> [9,] 3.485296e+02 1.562092 1.138161e+01 -9.728459e+02 -1.231504e+04
#> [10,] 4.301366e+03 20.810348 1.388205e+02 -1.231504e+04 -1.609627e+05
#> [11,] 4.240663e+03 13.089725 9.634414e+01 -1.268286e+04 -1.602778e+05
#> [12,] 7.572317e+04 153.732286 1.191437e+03 -2.283330e+05 -2.869251e+06
#> [13,] 2.033597e+00 -0.156839 1.791387e-01 -1.373183e+01 -1.669250e+02
#> [14,] 1.319400e+02 5.604818 1.946302e+00 -3.421950e+02 -4.160733e+03
#> [,11] [,12] [,13] [,14]
#> [1,] 9.432876e+01 1.601998e+03 1.585076e-02 3.776258
#> [2,] 1.745336e+03 2.778802e+04 6.617950e+00 -69.132549
#> [3,] 1.160877e+03 1.952177e+04 -7.235105e-01 65.784447
#> [4,] 1.602000e+03 3.428438e+04 1.114984e-01 19.974639
#> [5,] 3.424783e+04 8.543210e+05 2.480667e-01 256.170936
#> [6,] 4.240663e+03 7.572317e+04 2.033597e+00 131.940023
#> [7,] 1.308973e+01 1.537323e+02 -1.568390e-01 5.604818
#> [8,] 9.634414e+01 1.191437e+03 1.791387e-01 1.946302
#> [9,] -1.268286e+04 -2.283330e+05 -1.373183e+01 -342.195028
#> [10,] -1.602778e+05 -2.869251e+06 -1.669250e+02 -4160.732930
#> [11,] -2.283330e+05 -4.987945e+06 -1.381121e+02 -3444.955827
#> [12,] -4.987945e+06 -1.243670e+08 -2.191768e+03 -54751.515780
#> [13,] -1.381121e+02 -2.191768e+03 -1.945377e+03 10.352425
#> [14,] -3.444956e+03 -5.475152e+04 1.035243e+01 -196.676482
#>
#> $fisher_infoHC
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 2.595002e-01 2.703821e-04 -7.785949e-03 -1.649960e-03 6.368964e-05
#> [2,] 2.703821e-04 2.378811e-05 -4.327583e-05 3.842743e-06 1.171308e-07
#> [3,] -7.785949e-03 -4.327583e-05 6.441045e-04 -1.916304e-05 3.187928e-07
#> [4,] -1.649960e-03 3.842743e-06 -1.916304e-05 3.631673e-04 -1.079661e-05
#> [5,] 6.368964e-05 1.171308e-07 3.187928e-07 -1.079661e-05 3.797793e-07
#> [6,] -3.336502e-03 -6.448564e-06 2.056464e-05 -5.296394e-06 -5.027643e-07
#> [7,] -1.894144e-02 2.122340e-05 -3.975477e-04 -1.555278e-05 -3.261251e-07
#> [8,] -1.009487e-02 -9.874149e-06 1.161739e-04 6.906179e-05 -3.141298e-07
#> [9,] 4.696721e-03 9.966198e-05 -4.625535e-04 6.966609e-05 -9.676452e-07
#> [10,] -1.656048e-04 -2.825190e-06 1.602367e-05 -2.630204e-06 4.466903e-08
#> [11,] -1.732155e-04 -4.114259e-06 1.663472e-05 -3.395578e-07 -3.776521e-08
#> [12,] 3.620012e-06 8.504671e-08 -3.418639e-07 -2.119195e-08 1.954783e-09
#> [13,] -2.545333e-05 -6.334061e-07 2.585690e-06 -5.819255e-07 9.526237e-09
#> [14,] -3.322817e-03 -8.619857e-05 3.529856e-04 -7.368420e-05 1.193213e-06
#> [,6] [,7] [,8] [,9] [,10]
#> [1,] -3.336502e-03 -1.894144e-02 -1.009487e-02 4.696721e-03 -1.656048e-04
#> [2,] -6.448564e-06 2.122340e-05 -9.874149e-06 9.966198e-05 -2.825190e-06
#> [3,] 2.056464e-05 -3.975477e-04 1.161739e-04 -4.625535e-04 1.602367e-05
#> [4,] -5.296394e-06 -1.555278e-05 6.906179e-05 6.966609e-05 -2.630204e-06
#> [5,] -5.027643e-07 -3.261251e-07 -3.141298e-07 -9.676452e-07 4.466903e-08
#> [6,] 7.189041e-05 4.537887e-04 1.276203e-04 -3.587481e-05 1.038414e-06
#> [7,] 4.537887e-04 1.407740e-02 6.287397e-04 -1.056772e-03 2.954358e-05
#> [8,] 1.276203e-04 6.287397e-04 1.890095e-03 1.217019e-04 -3.313594e-06
#> [9,] -3.587481e-05 -1.056772e-03 1.217019e-04 6.781730e-02 -3.257742e-03
#> [10,] 1.038414e-06 2.954358e-05 -3.313594e-06 -3.257742e-03 2.208478e-04
#> [11,] 1.420877e-06 4.302847e-05 -5.417408e-06 -2.144630e-03 2.221175e-05
#> [12,] -2.879819e-08 -8.763392e-07 1.143493e-07 4.764449e-05 -3.126919e-07
#> [13,] 2.480184e-07 7.161773e-06 -7.563166e-07 -2.326629e-04 6.520905e-06
#> [14,] 2.990519e-05 9.100192e-04 -1.012858e-04 -2.493369e-02 6.988269e-04
#> [,11] [,12] [,13] [,14]
#> [1,] -1.732155e-04 3.620012e-06 -2.545333e-05 -3.322817e-03
#> [2,] -4.114259e-06 8.504671e-08 -6.334061e-07 -8.619857e-05
#> [3,] 1.663472e-05 -3.418639e-07 2.585690e-06 3.529856e-04
#> [4,] -3.395578e-07 -2.119195e-08 -5.819255e-07 -7.368420e-05
#> [5,] -3.776521e-08 1.954783e-09 9.526237e-09 1.193213e-06
#> [6,] 1.420877e-06 -2.879819e-08 2.480184e-07 2.990519e-05
#> [7,] 4.302847e-05 -8.763392e-07 7.161773e-06 9.100192e-04
#> [8,] -5.417408e-06 1.143493e-07 -7.563166e-07 -1.012858e-04
#> [9,] -2.144630e-03 4.764449e-05 -2.326629e-04 -2.493369e-02
#> [10,] 2.221175e-05 -3.126919e-07 6.520905e-06 6.988269e-04
#> [11,] 2.214533e-04 -5.912473e-06 9.653998e-06 1.034749e-03
#> [12,] -5.912473e-06 1.743274e-07 -1.993902e-07 -2.137691e-05
#> [13,] 9.653998e-06 -1.993902e-07 5.156225e-04 1.813210e-04
#> [14,] 1.034749e-03 -2.137691e-05 1.813210e-04 2.164214e-02
#>
#> $prop_sigmaHC
#> [1] 0.5094116689 0.0048773055 0.0253792147 0.0190569489 0.0006162624
#> [6] 0.0084788210 0.1186482157 0.0434752258 0.2604175578 0.0148609485
#> [11] 0.0148813072 0.0004175254 0.0227073216 0.1471126914
#>
#> $level
#> [1] "0" "1"
#>
#> $nObs
#> [1] 753
#>
#> $nParam
#> [1] 14
#>
#> $N0
#> [1] 325
#>
#> $N1
#> [1] 428
#>
#> $NXS
#> [1] 8
#>
#> $NXO
#> [1] 4
#>
#> $df
#> [1] 739
#>
#> $aic
#> [1] 1693.77
#>
#> $bic
#> [1] 1758.507
#>
#> $initial.value
#> [1] 0 0 0 0 0 0 0 0 0 0 0 0 1 0
#>
#> attr(,"class")
#> [1] "HeckmanCL" "list"
HeckmanBS(selectEq, outcomeBS, data = Mroz87)
#> Start not provided using default start values.
#> $coefficients
#> (Intercept) nwifeinc educ exper I(exper^2)
#> 1.0570371397 -0.0147174639 0.1681402251 0.1592805891 -0.0024341431
#> age kids5 kids618 (Intercept) educ
#> -0.0684488944 -1.1249881577 0.0458271262 -0.4608723726 0.1091942007
#> exper I(exper^2) sigma rho
#> 0.0469295741 -0.0008817966 3.4287795888 0.1975753909
#>
#> $value
#> [1] -1375.13
#>
#> $loglik
#> [1] -1375.13
#>
#> $counts
#> gradient
#> 30
#>
#> $hessian
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] -238.089526 -4865.46113 -2904.94957 -2509.63094 -4.285376e+04
#> [2,] -4865.461125 -135058.58619 -61206.53442 -46851.04065 -7.449115e+05
#> [3,] -2904.949567 -61206.53442 -36644.36525 -30752.34022 -5.242626e+05
#> [4,] -2509.630942 -46851.04065 -30752.34022 -41959.93999 -9.223070e+05
#> [5,] -42853.759920 -744911.47161 -524262.55345 -922306.99131 -2.441847e+07
#> [6,] -10165.162650 -209323.36040 -123562.60388 -112845.77639 -2.031354e+06
#> [7,] -56.135424 -1130.22532 -725.54469 -420.86838 -4.740164e+03
#> [8,] -332.774081 -6893.67154 -4016.82804 -2677.42235 -3.299349e+04
#> [9,] 45.258081 887.19632 561.04399 522.44087 8.903304e+03
#> [10,] 561.046188 11319.62932 7186.75565 6455.14863 1.090357e+05
#> [11,] 522.447965 9523.72122 6455.20327 8960.36466 1.906964e+05
#> [12,] 9034.566439 154103.22054 110680.98318 194633.20621 4.810557e+06
#> [13,] 2.673421 47.15736 33.83136 32.04741 5.573144e+02
#> [14,] 5.951368 73.49388 73.79439 11.79108 -6.318479e+01
#> [,6] [,7] [,8] [,9] [,10]
#> [1,] -10165.1626 -56.1354236 -332.774081 4.525808e+01 561.0462
#> [2,] -209323.3604 -1130.2253182 -6893.671541 8.871963e+02 11319.6293
#> [3,] -123562.6039 -725.5446895 -4016.828036 5.610440e+02 7186.7557
#> [4,] -112845.7764 -420.8683772 -2677.422349 5.224409e+02 6455.1486
#> [5,] -2031353.7370 -4740.1641090 -32993.493305 8.903304e+03 109035.7214
#> [6,] -449438.4162 -1957.9630229 -13143.339674 1.920457e+03 23757.7416
#> [7,] -1957.9630 -72.3211219 -94.923624 8.620784e+00 113.7337
#> [8,] -13143.3397 -94.9236240 -903.079663 6.333145e+01 775.0956
#> [9,] 1920.4568 8.6207840 63.331451 -8.655404e+02 -10978.2224
#> [10,] 23757.7416 113.7336615 775.095617 -1.097822e+04 -143580.8193
#> [11,] 23412.1455 68.4265495 544.086500 -1.058027e+04 -134080.9436
#> [12,] 425898.9306 791.1402012 6886.038466 -1.932829e+05 -2432636.9026
#> [13,] 111.8644 0.5844856 3.720192 -4.403043e+01 -563.5888
#> [14,] 244.1153 5.1535316 9.289011 -1.567654e+02 -1912.8357
#> [,11] [,12] [,13] [,14]
#> [1,] 5.224480e+02 9.034566e+03 2.673421e+00 5.951368
#> [2,] 9.523721e+03 1.541032e+05 4.715736e+01 73.493883
#> [3,] 6.455203e+03 1.106810e+05 3.383136e+01 73.794392
#> [4,] 8.960365e+03 1.946332e+05 3.204741e+01 11.791077
#> [5,] 1.906964e+05 4.810557e+06 5.573144e+02 -63.184791
#> [6,] 2.341215e+04 4.258989e+05 1.118644e+02 244.115346
#> [7,] 6.842655e+01 7.911402e+02 5.844856e-01 5.153532
#> [8,] 5.440865e+02 6.886038e+03 3.720192e+00 9.289011
#> [9,] -1.058027e+04 -1.932829e+05 -4.403043e+01 -156.765384
#> [10,] -1.340809e+05 -2.432637e+06 -5.635888e+02 -1912.835713
#> [11,] -1.851500e+05 -4.234620e+06 -5.631112e+02 -1527.257847
#> [12,] -4.234620e+06 -1.146828e+08 -1.029431e+04 -24325.340095
#> [13,] -5.631112e+02 -1.029431e+04 -2.042694e+01 -14.250516
#> [14,] -1.527258e+03 -2.432534e+04 -1.425052e+01 -54.211140
#>
#> $fisher_infoBS
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 4.163441e-01 3.724153e-04 -1.231624e-02 -2.476431e-03 9.399987e-05
#> [2,] 3.724153e-04 3.341993e-05 -5.809281e-05 1.404664e-05 -1.155363e-08
#> [3,] -1.231624e-02 -5.809281e-05 9.773919e-04 -6.113494e-05 7.231201e-07
#> [4,] -2.476431e-03 1.404664e-05 -6.113494e-05 4.630365e-04 -1.273893e-05
#> [5,] 9.399987e-05 -1.155363e-08 7.231201e-07 -1.273893e-05 4.289573e-07
#> [6,] -5.419949e-03 -1.107697e-05 4.610984e-05 4.319014e-06 -1.038234e-06
#> [7,] -3.061508e-02 3.477420e-06 -4.793417e-04 2.024706e-04 -5.488238e-06
#> [8,] -1.538770e-02 -1.389126e-05 1.668103e-04 8.768746e-05 -3.381345e-08
#> [9,] 1.278632e-02 5.691313e-05 -6.896354e-04 1.341887e-04 -2.004105e-06
#> [10,] -7.473870e-04 -2.286205e-06 5.064054e-05 -1.055001e-05 1.813434e-07
#> [11,] -2.061721e-04 -1.281190e-06 8.002825e-07 1.455185e-05 -4.018275e-07
#> [12,] 3.274495e-06 1.936042e-08 5.282465e-09 -4.202813e-07 1.343703e-08
#> [13,] 3.110742e-03 2.794015e-05 -6.134281e-05 1.538620e-04 -2.779568e-06
#> [14,] -8.237325e-03 -1.055960e-04 2.747453e-04 -4.443656e-04 8.233052e-06
#> [,6] [,7] [,8] [,9] [,10]
#> [1,] -5.419949e-03 -3.061508e-02 -1.538770e-02 1.278632e-02 -7.473870e-04
#> [2,] -1.107697e-05 3.477420e-06 -1.389126e-05 5.691313e-05 -2.286205e-06
#> [3,] 4.610984e-05 -4.793417e-04 1.668103e-04 -6.896354e-04 5.064054e-05
#> [4,] 4.319014e-06 2.024706e-04 8.768746e-05 1.341887e-04 -1.055001e-05
#> [5,] -1.038234e-06 -5.488238e-06 -3.381345e-08 -2.004105e-06 1.813434e-07
#> [6,] 1.121040e-04 6.743743e-04 1.980055e-04 -1.254388e-04 4.965812e-06
#> [7,] 6.743743e-04 2.243422e-02 7.860265e-04 -2.436785e-03 8.254492e-05
#> [8,] 1.980055e-04 7.860265e-04 2.919264e-03 6.289278e-05 -9.125213e-07
#> [9,] -1.254388e-04 -2.436785e-03 6.289278e-05 5.858705e-02 -3.398269e-03
#> [10,] 4.965812e-06 8.254492e-05 -9.125213e-07 -3.398269e-03 2.512164e-04
#> [11,] 2.870692e-06 6.602843e-05 -5.564217e-06 -1.213572e-03 1.714269e-06
#> [12,] -3.628120e-08 -9.328776e-07 1.206363e-07 2.345762e-05 1.638954e-07
#> [13,] -7.879084e-05 -1.639481e-03 2.111412e-05 9.015161e-03 -4.066434e-04
#> [14,] 2.013740e-04 4.469185e-03 -4.796675e-05 -2.843031e-02 9.592015e-04
#> [,11] [,12] [,13] [,14]
#> [1,] -2.061721e-04 3.274495e-06 3.110742e-03 -8.237325e-03
#> [2,] -1.281190e-06 1.936042e-08 2.794015e-05 -1.055960e-04
#> [3,] 8.002825e-07 5.282465e-09 -6.134281e-05 2.747453e-04
#> [4,] 1.455185e-05 -4.202813e-07 1.538620e-04 -4.443656e-04
#> [5,] -4.018275e-07 1.343703e-08 -2.779568e-06 8.233052e-06
#> [6,] 2.870692e-06 -3.628120e-08 -7.879084e-05 2.013740e-04
#> [7,] 6.602843e-05 -9.328776e-07 -1.639481e-03 4.469185e-03
#> [8,] -5.564217e-06 1.206363e-07 2.111412e-05 -4.796675e-05
#> [9,] -1.213572e-03 2.345762e-05 9.015161e-03 -2.843031e-02
#> [10,] 1.714269e-06 1.638954e-07 -4.066434e-04 9.592015e-04
#> [11,] 1.615008e-04 -4.095036e-06 -4.075408e-04 8.422363e-04
#> [12,] -4.095036e-06 1.191500e-07 7.196361e-06 -1.355139e-05
#> [13,] -4.075408e-04 7.196361e-06 6.239561e-02 -2.004540e-02
#> [14,] 8.422363e-04 -1.355139e-05 -2.004540e-02 5.498052e-02
#>
#> $prop_sigmaBS
#> [1] 0.6452473261 0.0057809970 0.0312632684 0.0215182836 0.0006549483
#> [6] 0.0105879179 0.1497805749 0.0540302175 0.2420476272 0.0158498075
#> [11] 0.0127082974 0.0003451812 0.2497911386 0.2253261143
#>
#> $level
#> [1] "0" "1"
#>
#> $nObs
#> [1] 753
#>
#> $nParam
#> [1] 14
#>
#> $N0
#> [1] 325
#>
#> $N1
#> [1] 428
#>
#> $NXS
#> [1] 8
#>
#> $NXO
#> [1] 4
#>
#> $df
#> [1] 739
#>
#> $aic
#> [1] 2778.261
#>
#> $bic
#> [1] 2842.997
#>
#> $initial.value
#> [1] 0 0 0 0 0 0 0 0 0 0 0 0 1 0
#>
#> attr(,"class")
#> [1] "HeckmanBS"
HeckmanSK(selectEq, outcomeEq, data = Mroz87, lambda = 1)
#> Start not provided using default start values.
#> $coefficients
#> (Intercept) nwifeinc educ exper I(exper^2)
#> 0.2662278202 -0.0121326162 0.1313454036 0.1232816267 -0.0018862689
#> age kids5 kids618 (Intercept) educ
#> -0.0528274111 -0.8673864526 0.0358753102 -0.5561762924 0.1083530027
#> exper I(exper^2) sigma rho lambda
#> 0.0428414028 -0.0008375143 0.6633976449 0.0267024575 0.0063660954
#>
#> $value
#> [1] -832.8851
#>
#> $loglik
#> [1] -832.8851
#>
#> $counts
#> gradient
#> 31
#>
#> $hessian
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] -3.839434e+02 -7.799184e+03 -4.687734e+03 -3.928670e+03 -6.317479e+04
#> [2,] -7.799184e+03 -2.090235e+05 -9.831698e+04 -7.473138e+04 -1.123743e+06
#> [3,] -4.687734e+03 -9.831698e+04 -5.908382e+04 -4.777580e+04 -7.626023e+05
#> [4,] -3.928670e+03 -7.473138e+04 -4.777580e+04 -6.330528e+04 -1.316489e+06
#> [5,] -6.317479e+04 -1.123743e+06 -7.626023e+05 -1.316489e+06 -3.249870e+07
#> [6,] -1.638826e+04 -3.354106e+05 -1.994461e+05 -1.773590e+05 -3.001805e+06
#> [7,] -9.096121e+01 -1.754755e+03 -1.183150e+03 -7.209266e+02 -8.118467e+03
#> [8,] -5.333525e+02 -1.093639e+04 -6.438304e+03 -4.127602e+03 -4.833260e+04
#> [9,] 8.241290e+00 1.624621e+02 1.019786e+02 9.470244e+01 1.607643e+03
#> [10,] 1.019787e+02 2.073776e+03 1.304948e+03 1.165475e+03 1.960546e+04
#> [11,] 9.470245e+01 1.752248e+03 1.165474e+03 1.608351e+03 3.438368e+04
#> [12,] 1.608348e+03 2.789809e+04 1.959912e+04 3.442037e+04 8.577115e+05
#> [13,] 5.780906e-02 7.470175e+00 -2.085103e-01 5.926626e-01 8.412530e+00
#> [14,] 1.841566e+00 -1.083891e+02 4.216374e+01 1.148921e-01 -6.365362e+01
#> [15,] -3.818263e+00 -8.017930e+01 -4.590072e+01 -3.358066e+01 -4.951278e+02
#> [,6] [,7] [,8] [,9] [,10]
#> [1,] -1.638826e+04 -90.9612076 -5.333525e+02 8.241290e+00 1.019787e+02
#> [2,] -3.354106e+05 -1754.7547735 -1.093639e+04 1.624621e+02 2.073776e+03
#> [3,] -1.994461e+05 -1183.1495840 -6.438304e+03 1.019786e+02 1.304948e+03
#> [4,] -1.773590e+05 -720.9266150 -4.127602e+03 9.470244e+01 1.165475e+03
#> [5,] -3.001805e+06 -8118.4673778 -4.833260e+04 1.607643e+03 1.960546e+04
#> [6,] -7.242444e+05 -3154.4619777 -2.108985e+04 3.499109e+02 4.318409e+03
#> [7,] -3.154462e+03 -117.3365579 -1.449830e+02 1.568285e+00 2.089283e+01
#> [8,] -2.108985e+04 -144.9829507 -1.424247e+03 1.142672e+01 1.393707e+02
#> [9,] 3.499109e+02 1.5682851 1.142672e+01 -9.728709e+02 -1.231536e+04
#> [10,] 4.318409e+03 20.8928332 1.393707e+02 -1.231536e+04 -1.609669e+05
#> [11,] 4.257469e+03 13.1416016 9.672577e+01 -1.268318e+04 -1.602818e+05
#> [12,] 7.602344e+04 154.3416107 1.196157e+03 -2.283388e+05 -2.869323e+06
#> [13,] 3.820744e+00 -0.1494752 2.379315e-01 -1.871713e+01 -2.299895e+02
#> [14,] 4.937126e+01 5.1489907 -7.386991e-01 -3.421509e+02 -4.160188e+03
#> [15,] -1.639635e+02 -1.1078810 -5.315616e+00 -5.146740e+02 -6.515234e+03
#> [,11] [,12] [,13] [,14] [,15]
#> [1,] 9.470245e+01 1.608348e+03 5.780906e-02 1.841566e+00 -3.818263e+00
#> [2,] 1.752248e+03 2.789809e+04 7.470175e+00 -1.083891e+02 -8.017930e+01
#> [3,] 1.165474e+03 1.959912e+04 -2.085103e-01 4.216374e+01 -4.590072e+01
#> [4,] 1.608351e+03 3.442037e+04 5.926626e-01 1.148921e-01 -3.358066e+01
#> [5,] 3.438368e+04 8.577115e+05 8.412530e+00 -6.365362e+01 -4.951278e+02
#> [6,] 4.257469e+03 7.602344e+04 3.820744e+00 4.937126e+01 -1.639635e+02
#> [7,] 1.314160e+01 1.543416e+02 -1.494752e-01 5.148991e+00 -1.107881e+00
#> [8,] 9.672577e+01 1.196157e+03 2.379315e-01 -7.386991e-01 -5.315616e+00
#> [9,] -1.268318e+04 -2.283388e+05 -1.871713e+01 -3.421509e+02 -5.146740e+02
#> [10,] -1.602818e+05 -2.869323e+06 -2.299895e+02 -4.160188e+03 -6.515234e+03
#> [11,] -2.283388e+05 -4.988071e+06 -2.031113e+02 -3.444440e+03 -6.710200e+03
#> [12,] -4.988071e+06 -1.243702e+08 -3.363004e+03 -5.474304e+04 -1.208094e+05
#> [13,] -2.031113e+02 -3.363004e+03 -1.945613e+03 8.666363e+00 -4.667911e+00
#> [14,] -3.444440e+03 -5.474304e+04 8.666363e+00 -1.966590e+02 -1.810648e+02
#> [15,] -6.710200e+03 -1.208094e+05 -4.667911e+00 -1.810648e+02 -2.729111e+02
#>
#> $fisher_infoSK
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 2.605508e-01 2.708192e-04 -7.787755e-03 -1.649538e-03 6.368265e-05
#> [2,] 2.708192e-04 2.378806e-05 -4.327566e-05 3.842832e-06 1.171341e-07
#> [3,] -7.787755e-03 -4.327566e-05 6.441095e-04 -1.916300e-05 3.187807e-07
#> [4,] -1.649538e-03 3.842832e-06 -1.916300e-05 3.631699e-04 -1.079668e-05
#> [5,] 6.368265e-05 1.171341e-07 3.187807e-07 -1.079668e-05 3.797817e-07
#> [6,] -3.336672e-03 -6.448818e-06 2.056484e-05 -5.297479e-06 -5.027411e-07
#> [7,] -1.894632e-02 2.122174e-05 -3.975446e-04 -1.556983e-05 -3.257423e-07
#> [8,] -1.009436e-02 -9.874686e-06 1.161726e-04 6.906036e-05 -3.140940e-07
#> [9,] 3.005590e-02 9.937541e-05 -4.613850e-04 6.998109e-05 -9.725773e-07
#> [10,] -1.693681e-04 -2.823941e-06 1.603822e-05 -2.633774e-06 4.473163e-08
#> [11,] -1.786705e-04 -4.112318e-06 1.662907e-05 -3.309714e-07 -3.808003e-08
#> [12,] 3.733800e-06 8.500844e-08 -3.417469e-07 -2.147931e-08 1.965902e-09
#> [13,] -1.548259e-04 -6.345002e-07 2.589187e-06 -5.865491e-07 9.603584e-09
#> [14,] -3.438089e-03 -8.615726e-05 3.528821e-04 -7.376638e-05 1.194441e-06
#> [15,] -4.766365e-02 4.568952e-07 -2.409359e-06 -5.273908e-07 9.645062e-09
#> [,6] [,7] [,8] [,9] [,10]
#> [1,] -3.336672e-03 -1.894632e-02 -1.009436e-02 3.005590e-02 -1.693681e-04
#> [2,] -6.448818e-06 2.122174e-05 -9.874686e-06 9.937541e-05 -2.823941e-06
#> [3,] 2.056484e-05 -3.975446e-04 1.161726e-04 -4.613850e-04 1.603822e-05
#> [4,] -5.297479e-06 -1.556983e-05 6.906036e-05 6.998109e-05 -2.633774e-06
#> [5,] -5.027411e-07 -3.257423e-07 -3.140940e-07 -9.725773e-07 4.473163e-08
#> [6,] 7.189086e-05 4.537954e-04 1.276211e-04 -3.607301e-05 1.041024e-06
#> [7,] 4.537954e-04 1.407748e-02 6.287456e-04 -1.058712e-03 2.957206e-05
#> [8,] 1.276211e-04 6.287456e-04 1.890098e-03 1.215304e-04 -3.310978e-06
#> [9,] -3.607301e-05 -1.058712e-03 1.215304e-04 6.946781e-01 -3.255346e-03
#> [10,] 1.041024e-06 2.957206e-05 -3.310978e-06 -3.255346e-03 2.208346e-04
#> [11,] 1.424342e-06 4.306968e-05 -5.415780e-06 -2.145151e-03 2.220109e-05
#> [12,] -2.886817e-08 -8.771583e-07 1.143271e-07 4.767705e-05 -3.124886e-07
#> [13,] 2.502443e-07 7.204279e-06 -7.583807e-07 -3.424923e-03 6.537067e-06
#> [14,] 2.997792e-05 9.109074e-04 -1.012031e-04 -2.500468e-02 6.985878e-04
#> [15,] 2.043017e-07 1.636214e-06 1.838813e-07 -1.184424e+00 -3.930565e-06
#> [,11] [,12] [,13] [,14] [,15]
#> [1,] -1.786705e-04 3.733800e-06 -1.548259e-04 -3.438089e-03 -4.766365e-02
#> [2,] -4.112318e-06 8.500844e-08 -6.345002e-07 -8.615726e-05 4.568953e-07
#> [3,] 1.662907e-05 -3.417469e-07 2.589187e-06 3.528821e-04 -2.409359e-06
#> [4,] -3.309714e-07 -2.147931e-08 -5.865491e-07 -7.376638e-05 -5.273908e-07
#> [5,] -3.808003e-08 1.965902e-09 9.603584e-09 1.194441e-06 9.645063e-09
#> [6,] 1.424342e-06 -2.886817e-08 2.502443e-07 2.997792e-05 2.043017e-07
#> [7,] 4.306968e-05 -8.771583e-07 7.204279e-06 9.109074e-04 1.636214e-06
#> [8,] -5.415780e-06 1.143271e-07 -7.583807e-07 -1.012031e-04 1.838811e-07
#> [9,] -2.145151e-03 4.767705e-05 -3.424923e-03 -2.500468e-02 -1.184424e+00
#> [10,] 2.220109e-05 -3.124886e-07 6.537067e-06 6.985878e-04 -3.930565e-06
#> [11,] 2.214350e-04 -5.912083e-06 9.694258e-06 1.034440e-03 1.649636e-06
#> [12,] -5.912083e-06 1.743185e-07 -2.003576e-07 -2.137094e-05 -7.453635e-08
#> [13,] 9.694258e-06 -2.003576e-07 5.318367e-04 1.824238e-04 6.024904e-03
#> [14,] 1.034440e-03 -2.137094e-05 1.824238e-04 2.163538e-02 1.479983e-04
#> [15,] 1.649636e-06 -7.453635e-08 6.024904e-03 1.479983e-04 2.237882e+00
#>
#> $prop_sigmaSK
#> [1] 0.5104417317 0.0048773001 0.0253793123 0.0190570172 0.0006162643
#> [6] 0.0084788476 0.1186485482 0.0434752587 0.8334735011 0.0148605064
#> [11] 0.0148806926 0.0004175147 0.0230615851 0.1470896867 1.4959550780
#>
#> $level
#> [1] "0" "1"
#>
#> $nObs
#> [1] 753
#>
#> $nParam
#> [1] 15
#>
#> $N0
#> [1] 325
#>
#> $N1
#> [1] 428
#>
#> $NXS
#> [1] 8
#>
#> $NXO
#> [1] 4
#>
#> $df
#> [1] 738
#>
#> $aic
#> [1] 1695.77
#>
#> $bic
#> [1] 1765.131
#>
#> $initial.value
#> [1] 0 0 0 0 0 0 0 0 0 0 0 0 1 0 1
#>
#> attr(,"class")
#> [1] "HeckmanSK" "list"
HeckmantS(selectEq, outcomeEq, data = Mroz87, df=5)
#> Start not provided using default start values.
#> Warning: NaNs produced
#> $coefficients
#> (Intercept) nwifeinc educ exper I(exper^2)
#> 0.4977082452 -0.0119469936 0.1395708592 0.1496697013 -0.0022848685
#> age kids5 kids618 (Intercept) educ
#> -0.0642745309 -1.0438375049 0.0344009734 -0.2524096698 0.1084611568
#> exper I(exper^2) sigma rho df
#> 0.0251433197 -0.0004567786 0.4437003789 -0.3825292972 3.0609579467
#>
#> $value
#> [1] -788.0048
#>
#> $loglik
#> [1] -788.0048
#>
#> $counts
#> gradient
#> 32
#>
#> $hessian
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] -276.275818 -5676.81483 -3370.12234 -2745.7402 -4.240889e+04
#> [2,] -5676.814832 -152126.54313 -71580.60503 -54075.8089 -7.832581e+05
#> [3,] -3370.122343 -71580.60503 -42424.09272 -33187.9611 -5.066893e+05
#> [4,] -2745.740158 -54075.80892 -33187.96113 -42777.7992 -8.668430e+05
#> [5,] -42408.894765 -783258.05367 -506689.31425 -866843.0121 -2.065490e+07
#> [6,] -11808.275669 -244822.70979 -143595.64960 -124430.4535 -2.021754e+06
#> [7,] -64.187666 -1198.62774 -838.67344 -549.1864 -6.419652e+03
#> [8,] -377.057009 -7769.29217 -4533.19590 -2790.3522 -3.108295e+04
#> [9,] -123.623335 -2455.07694 -1535.27558 -1428.3276 -2.383327e+04
#> [10,] -1535.218339 -31838.85066 -19620.53270 -17642.9066 -2.910668e+05
#> [11,] -1428.202109 -27453.02481 -17642.18624 -24241.6777 -5.028777e+05
#> [12,] -22512.440106 -413046.27911 -275631.16502 -464109.9108 -1.062164e+07
#> [13,] 57.582326 1176.12252 661.47446 201.1791 3.729109e+02
#> [14,] -35.865091 -926.27777 -418.14285 -352.8188 -6.064577e+03
#> [15,] -5.291928 -90.15292 -66.74702 -86.3366 -1.691985e+03
#> [,6] [,7] [,8] [,9] [,10]
#> [1,] -11808.2757 -64.1876664 -377.057009 -123.62334 -1535.2183
#> [2,] -244822.7098 -1198.6277365 -7769.292169 -2455.07694 -31838.8507
#> [3,] -143595.6496 -838.6734374 -4533.195897 -1535.27558 -19620.5327
#> [4,] -124430.4535 -549.1864442 -2790.352178 -1428.32758 -17642.9066
#> [5,] -2021753.8704 -6419.6520368 -31082.953715 -23833.26954 -291066.8319
#> [6,] -522081.4231 -2216.2635367 -14984.718402 -5243.63079 -64983.0620
#> [7,] -2216.2635 -81.8073338 -91.091611 -22.74629 -298.3396
#> [8,] -14984.7184 -91.0916108 -980.859124 -169.12476 -2059.8488
#> [9,] -5243.6308 -22.7462901 -169.124758 -1603.03162 -20225.4936
#> [10,] -64983.0620 -298.3396342 -2059.848755 -20225.49358 -263231.0182
#> [11,] -64588.1076 -219.2209523 -1387.177673 -21948.33044 -276183.0343
#> [12,] -1058335.9439 -2846.0574366 -16542.302191 -365674.14434 -4578479.8001
#> [13,] 2486.4797 29.5101544 95.956523 50.48243 444.7916
#> [14,] -1582.2799 -8.0900919 -51.787239 -402.76842 -4890.9141
#> [15,] -223.1512 0.1009162 -7.401103 -8.90269 -118.6399
#> [,11] [,12] [,13] [,14] [,15]
#> [1,] -1428.2021 -2.251244e+04 57.58233 -35.865091 -5.2919280
#> [2,] -27453.0248 -4.130463e+05 1176.12252 -926.277771 -90.1529231
#> [3,] -17642.1862 -2.756312e+05 661.47446 -418.142853 -66.7470230
#> [4,] -24241.6777 -4.641099e+05 201.17908 -352.818752 -86.3366006
#> [5,] -502877.6879 -1.062164e+07 372.91094 -6064.577277 -1691.9845111
#> [6,] -64588.1076 -1.058336e+06 2486.47972 -1582.279877 -223.1512439
#> [7,] -219.2210 -2.846057e+03 29.51015 -8.090092 0.1009162
#> [8,] -1387.1777 -1.654230e+04 95.95652 -51.787239 -7.4011026
#> [9,] -21948.3304 -3.656741e+05 50.48243 -402.768424 -8.9026903
#> [10,] -276183.0343 -4.578480e+06 444.79164 -4890.914118 -118.6399116
#> [11,] -399814.3522 -7.711897e+06 -242.54553 -4261.636590 -124.2787395
#> [12,] -7711897.1227 -1.549925e+08 -2234.56404 -68387.353472 -1971.2001493
#> [13,] -242.5455 -2.234564e+03 -2308.28882 -101.065642 72.9783851
#> [14,] -4261.6366 -6.838735e+04 -101.06564 -188.244428 5.1600283
#> [15,] -124.2787 -1.971200e+03 72.97839 5.160028 -7.0578848
#>
#> $fisher_infotS
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 3.786996e-01 4.322972e-04 -1.128645e-02 -2.474808e-03 9.661468e-05
#> [2,] 4.322972e-04 3.462376e-05 -6.636531e-05 -1.367311e-05 6.974314e-07
#> [3,] -1.128645e-02 -6.636531e-05 9.574880e-04 4.603179e-05 -1.149198e-06
#> [4,] -2.474808e-03 -1.367311e-05 4.603179e-05 7.428990e-04 -2.257863e-05
#> [5,] 9.661468e-05 6.974314e-07 -1.149198e-06 -2.257863e-05 7.843852e-07
#> [6,] -4.868780e-03 -7.045165e-06 1.428861e-05 -4.092801e-05 1.261958e-07
#> [7,] -2.954930e-02 8.452811e-05 -8.346963e-04 -6.392959e-04 1.503247e-05
#> [8,] -1.557842e-02 -1.681645e-05 2.022283e-04 1.388290e-04 -1.469340e-06
#> [9,] -6.695159e-03 2.900864e-05 6.168061e-04 -3.173096e-04 1.331534e-05
#> [10,] 6.637063e-04 -4.410778e-06 -4.047478e-05 1.180077e-05 -3.855561e-07
#> [11,] -3.909250e-04 1.095748e-05 -3.996310e-05 1.751091e-07 -2.517624e-07
#> [12,] 1.655182e-05 -4.462522e-07 1.594525e-06 1.322516e-07 -1.563354e-09
#> [13,] -2.942381e-04 6.011876e-06 -5.583167e-05 -1.180870e-04 2.619736e-06
#> [14,] -1.408776e-03 -7.643959e-05 2.218519e-04 4.426163e-04 -1.646557e-05
#> [15,] -1.028973e-02 7.840289e-05 -9.626446e-04 -1.676187e-03 2.504566e-05
#> [,6] [,7] [,8] [,9] [,10]
#> [1,] -4.868780e-03 -2.954930e-02 -1.557842e-02 -6.695159e-03 6.637063e-04
#> [2,] -7.045165e-06 8.452811e-05 -1.681645e-05 2.900864e-05 -4.410778e-06
#> [3,] 1.428861e-05 -8.346963e-04 2.022283e-04 6.168061e-04 -4.047478e-05
#> [4,] -4.092801e-05 -6.392959e-04 1.388290e-04 -3.173096e-04 1.180077e-05
#> [5,] 1.261958e-07 1.503247e-05 -1.469340e-06 1.331534e-05 -3.855561e-07
#> [6,] 1.115865e-04 8.185775e-04 1.909400e-04 -1.064042e-05 -2.975964e-06
#> [7,] 8.185775e-04 2.248188e-02 1.260752e-03 -8.846354e-05 -4.720901e-05
#> [8,] 1.909400e-04 1.260752e-03 2.830430e-03 -2.889683e-05 3.245478e-06
#> [9,] -1.064042e-05 -8.846354e-05 -2.889683e-05 1.690201e-02 -1.781778e-03
#> [10,] -2.975964e-06 -4.720901e-05 3.245478e-06 -1.781778e-03 1.380475e-04
#> [11,] 1.475032e-05 2.244353e-04 -6.663291e-07 1.532448e-03 -1.602321e-05
#> [12,] -5.946658e-07 -9.070731e-06 5.354065e-08 -6.275374e-05 7.835921e-07
#> [13,] 3.502328e-05 6.071743e-04 3.248422e-06 -1.224943e-04 -2.817531e-05
#> [14,] -4.093738e-05 -7.924535e-04 -8.869444e-05 -1.765807e-03 3.179617e-04
#> [15,] 6.612515e-04 1.148993e-02 -4.027871e-04 -3.512999e-03 -8.902615e-05
#> [,11] [,12] [,13] [,14] [,15]
#> [1,] -3.909250e-04 1.655182e-05 -2.942381e-04 -1.408776e-03 -1.028973e-02
#> [2,] 1.095748e-05 -4.462522e-07 6.011876e-06 -7.643959e-05 7.840289e-05
#> [3,] -3.996310e-05 1.594525e-06 -5.583167e-05 2.218519e-04 -9.626446e-04
#> [4,] 1.751091e-07 1.322516e-07 -1.180870e-04 4.426163e-04 -1.676187e-03
#> [5,] -2.517624e-07 -1.563354e-09 2.619736e-06 -1.646557e-05 2.504566e-05
#> [6,] 1.475032e-05 -5.946658e-07 3.502328e-05 -4.093738e-05 6.612515e-04
#> [7,] 2.244353e-04 -9.070731e-06 6.071743e-04 -7.924535e-04 1.148993e-02
#> [8,] -6.663291e-07 5.354065e-08 3.248422e-06 -8.869444e-05 -4.027871e-04
#> [9,] 1.532448e-03 -6.275374e-05 -1.224943e-04 -1.765807e-03 -3.512999e-03
#> [10,] -1.602321e-05 7.835921e-07 -2.817531e-05 3.179617e-04 -8.902615e-05
#> [11,] -1.890077e-04 6.757247e-06 9.899046e-05 -1.104632e-03 1.200455e-04
#> [12,] 6.757247e-06 -2.249153e-07 -3.834389e-06 4.534739e-05 -1.094519e-06
#> [13,] 9.899046e-05 -3.834389e-06 6.621652e-04 -4.724826e-05 7.154445e-03
#> [14,] -1.104632e-03 4.534739e-05 -4.724826e-05 9.924834e-03 1.027942e-02
#> [15,] 1.200455e-04 -1.094519e-06 7.154445e-03 1.027942e-02 2.372944e-01
#>
#> $prop_sigmatS
#> [1] 0.6153857196 0.0058841961 0.0309433026 0.0272561743 0.0008856552
#> [6] 0.0105634530 0.1499395793 0.0532017873 0.1300077180 0.0117493600
#> [11] NaN NaN 0.0257325714 0.0996234624 0.4871287111
#>
#> $level
#> [1] "0" "1"
#>
#> $nObs
#> [1] 753
#>
#> $nParam
#> [1] 15
#>
#> $N0
#> [1] 325
#>
#> $N1
#> [1] 428
#>
#> $NXS
#> [1] 8
#>
#> $NXO
#> [1] 4
#>
#> $df
#> [1] 738
#>
#> $aic
#> [1] 1606.01
#>
#> $bic
#> [1] 1675.371
#>
#> $initial.value
#> [1] 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
#> [9] 0.000000 0.000000 0.000000 0.000000 1.000000 0.000000 1.609438
#>
#> attr(,"class")
#> [1] "HeckmantS" "list"
HeckmanGe(selectEq, outcomeEq, outcomeS, outcomeC, data = Mroz87)
#> Start not provided using default start values.
#> $coefficients
#> (Intercept) nwifeinc educ exper I(exper^2)
#> 0.2739173617 -0.0118990712 0.1304494124 0.1235010253 -0.0018908371
#> age kids5 kids618 (Intercept) educ
#> -0.0528867953 -0.8691947029 0.0360640702 -0.4219354616 0.1067852600
#> exper I(exper^2) interceptS educ exper
#> 0.0291210455 -0.0004640648 -0.3926769570 0.0164479265 -0.0194760678
#> correlation
#> -0.0269224259
#>
#> $value
#> [1] -820.9621
#>
#> $loglik
#> [1] -820.9621
#>
#> $counts
#> gradient
#> 47
#>
#> $hessian
#> (Intercept) nwifeinc educ exper
#> (Intercept) -3.839654e+02 -7.804754e+03 -4.688334e+03 -3.929132e+03
#> nwifeinc -7.804754e+03 -2.093093e+05 -9.839640e+04 -7.481854e+04
#> educ -4.688334e+03 -9.839640e+04 -5.910026e+04 -4.778848e+04
#> exper -3.929132e+03 -7.481854e+04 -4.778848e+04 -6.331507e+04
#> I(exper^2) -6.318025e+04 -1.125434e+06 -7.628105e+05 -1.317036e+06
#> age -1.638861e+04 -3.356385e+05 -1.994564e+05 -1.773616e+05
#> kids5 -9.091108e+01 -1.754442e+03 -1.182622e+03 -7.204670e+02
#> kids618 -5.331050e+02 -1.093384e+04 -6.434387e+03 -4.123393e+03
#> (Intercept) -8.444837e+00 -1.630549e+02 -1.036296e+02 -1.083920e+02
#> educ -1.036296e+02 -2.063740e+03 -1.316120e+03 -1.320239e+03
#> exper -1.083920e+02 -1.952524e+03 -1.320239e+03 -2.010727e+03
#> I(exper^2) -2.010707e+03 -3.387076e+04 -2.424475e+04 -4.615348e+04
#> interceptS 3.882893e-02 -3.503137e+00 9.175088e-01 -4.892131e-01
#> educ 9.174931e-01 -3.071377e+01 1.465420e+01 -3.416092e+00
#> exper -4.894062e-01 -7.100686e+01 -3.417942e+00 -6.422968e+00
#> correlation -2.773786e+00 -2.270860e+02 -1.412057e+01 -4.116064e+01
#> I(exper^2) age kids5 kids618
#> (Intercept) -6.318025e+04 -1.638861e+04 -90.9110828 -5.331050e+02
#> nwifeinc -1.125434e+06 -3.356385e+05 -1754.4419644 -1.093384e+04
#> educ -7.628105e+05 -1.994564e+05 -1182.6221880 -6.434387e+03
#> exper -1.317036e+06 -1.773616e+05 -720.4669866 -4.123393e+03
#> I(exper^2) -3.252652e+07 -3.001852e+06 -8112.4367396 -4.824409e+04
#> age -3.001852e+06 -7.242136e+05 -3152.4822149 -2.108314e+04
#> kids5 -8.112437e+03 -3.152482e+03 -117.2294803 -1.448985e+02
#> kids618 -4.824409e+04 -2.108314e+04 -144.8985210 -1.423098e+03
#> (Intercept) -2.008576e+03 -3.639190e+02 -1.4777476 -1.098329e+01
#> educ -2.424073e+04 -4.451912e+03 -19.5787663 -1.333023e+02
#> exper -4.606254e+04 -4.963172e+03 -13.1943115 -1.001205e+02
#> I(exper^2) -1.211292e+06 -9.681687e+04 -161.0896161 -1.308654e+03
#> interceptS -5.843333e+00 1.037079e+00 0.1174206 8.036485e-03
#> educ -7.746298e+01 3.679799e+01 1.5175138 1.852246e+00
#> exper -3.996299e+02 3.399431e+00 0.5465549 -7.906267e-01
#> correlation -4.820487e+02 -1.461502e+02 2.6533367 -6.203892e+00
#> (Intercept) educ exper I(exper^2)
#> (Intercept) -8.444837e+00 -1.036296e+02 -1.083920e+02 -2.010707e+03
#> nwifeinc -1.630549e+02 -2.063740e+03 -1.952524e+03 -3.387076e+04
#> educ -1.036296e+02 -1.316120e+03 -1.320239e+03 -2.424475e+04
#> exper -1.083920e+02 -1.320239e+03 -2.010727e+03 -4.615348e+04
#> I(exper^2) -2.008576e+03 -2.424073e+04 -4.606254e+04 -1.211292e+06
#> age -3.639190e+02 -4.451912e+03 -4.963172e+03 -9.681687e+04
#> kids5 -1.477748e+00 -1.957877e+01 -1.319431e+01 -1.610896e+02
#> kids618 -1.098329e+01 -1.333023e+02 -1.001205e+02 -1.308654e+03
#> (Intercept) -1.088566e+03 -1.356933e+04 -1.727951e+04 -3.610377e+05
#> educ -1.356933e+04 -1.748077e+05 -2.144237e+05 -4.452771e+06
#> exper -1.727951e+04 -2.144237e+05 -3.610377e+05 -8.854708e+06
#> I(exper^2) -3.610377e+05 -4.452771e+06 -8.854708e+06 -2.412674e+08
#> interceptS 9.048313e+00 1.088680e+02 1.032524e+02 1.819885e+03
#> educ 1.088678e+02 5.572655e+02 6.088783e+02 2.927146e+03
#> exper 1.032289e+02 6.084875e+02 1.817632e+03 -1.009726e+05
#> correlation -3.389143e+02 -4.081688e+03 -3.842994e+03 -6.734960e+04
#> interceptS educ exper correlation
#> (Intercept) 3.882893e-02 9.174931e-01 -4.894062e-01 -2.773786
#> nwifeinc -3.503137e+00 -3.071377e+01 -7.100686e+01 -227.086018
#> educ 9.175088e-01 1.465420e+01 -3.417942e+00 -14.120565
#> exper -4.892131e-01 -3.416092e+00 -6.422968e+00 -41.160643
#> I(exper^2) -5.843333e+00 -7.746298e+01 -3.996299e+02 -482.048670
#> age 1.037079e+00 3.679799e+01 3.399431e+00 -146.150240
#> kids5 1.174206e-01 1.517514e+00 5.465549e-01 2.653337
#> kids618 8.036485e-03 1.852246e+00 -7.906267e-01 -6.203892
#> (Intercept) 9.048313e+00 1.088678e+02 1.032289e+02 -338.914264
#> educ 1.088680e+02 5.572655e+02 6.084875e+02 -4081.688426
#> exper 1.032524e+02 6.088783e+02 1.817632e+03 -3842.993815
#> I(exper^2) 1.819885e+03 2.927146e+03 -1.009726e+05 -67349.597973
#> interceptS -8.563578e+02 -1.084228e+04 -1.116296e+04 -6.436514
#> educ -1.084228e+04 -1.411000e+05 -1.411161e+05 -49.942357
#> exper -1.116296e+04 -1.411161e+05 -2.135174e+05 -109.084632
#> correlation -6.436514e+00 -4.994236e+01 -1.090846e+02 -177.592797
#>
#> $fisher_infoHG
#> (Intercept) nwifeinc educ exper
#> (Intercept) 2.596852e-01 2.740501e-04 -7.799149e-03 -1.647124e-03
#> nwifeinc 2.740501e-04 2.417404e-05 -4.469009e-05 4.506088e-06
#> educ -7.799149e-03 -4.469009e-05 6.477421e-04 -2.165409e-05
#> exper -1.647124e-03 4.506088e-06 -2.165409e-05 3.642086e-04
#> I(exper^2) 6.357426e-05 9.837639e-08 3.840086e-07 -1.081754e-05
#> age -3.339035e-03 -6.417016e-06 2.081667e-05 -5.184621e-06
#> kids5 -1.890489e-02 2.196893e-05 -3.985269e-04 -1.461155e-05
#> kids618 -1.010988e-02 -9.779847e-06 1.177635e-04 7.018069e-05
#> (Intercept) 3.711742e-03 1.975526e-04 -6.916745e-04 2.621638e-04
#> educ -4.153256e-05 -4.197385e-06 1.155943e-05 -5.110090e-06
#> exper -2.120700e-04 -9.836085e-06 3.717790e-05 -1.509960e-05
#> I(exper^2) 4.057943e-06 1.896039e-07 -7.188403e-07 3.160496e-07
#> interceptS 3.468357e-04 5.772862e-06 -3.008656e-05 7.227925e-06
#> educ -1.442288e-05 5.227867e-08 4.358215e-07 1.483649e-07
#> exper -9.382193e-06 -3.493781e-07 1.340851e-06 -5.240984e-07
#> correlation -3.839963e-03 -1.666010e-04 6.267828e-04 -2.077212e-04
#> I(exper^2) age kids5 kids618
#> (Intercept) 6.357426e-05 -3.339035e-03 -1.890489e-02 -1.010988e-02
#> nwifeinc 9.837639e-08 -6.417016e-06 2.196893e-05 -9.779847e-06
#> educ 3.840086e-07 2.081667e-05 -3.985269e-04 1.177635e-04
#> exper -1.081754e-05 -5.184621e-06 -1.461155e-05 7.018069e-05
#> I(exper^2) 3.800232e-07 -5.046748e-07 -3.350028e-07 -3.395072e-07
#> age -5.046748e-07 7.186518e-05 4.528762e-04 1.273351e-04
#> kids5 -3.350028e-07 4.528762e-04 1.405940e-02 6.273789e-04
#> kids618 -3.395072e-07 1.273351e-04 6.273789e-04 1.890514e-03
#> (Intercept) -6.177561e-06 -2.378118e-05 -7.485452e-04 9.769032e-05
#> educ 1.204712e-07 4.591807e-07 1.633804e-05 -2.357438e-06
#> exper 3.672135e-07 1.269803e-06 3.767212e-05 -4.317839e-06
#> I(exper^2) -8.038537e-09 -2.517984e-08 -7.380449e-07 7.972329e-08
#> interceptS -1.633433e-07 -3.019614e-06 -3.515967e-05 -6.725046e-06
#> educ -4.301812e-09 1.431704e-07 7.895645e-07 6.697164e-07
#> exper 1.260065e-08 7.724197e-08 1.429916e-06 -6.200012e-08
#> correlation 4.870478e-06 2.137294e-05 6.364774e-04 -8.471042e-05
#> (Intercept) educ exper I(exper^2)
#> (Intercept) 3.711742e-03 -4.153256e-05 -2.120700e-04 4.057943e-06
#> nwifeinc 1.975526e-04 -4.197385e-06 -9.836085e-06 1.896039e-07
#> educ -6.916745e-04 1.155943e-05 3.717790e-05 -7.188403e-07
#> exper 2.621638e-04 -5.110090e-06 -1.509960e-05 3.160496e-07
#> I(exper^2) -6.177561e-06 1.204712e-07 3.672135e-07 -8.038537e-09
#> age -2.378118e-05 4.591807e-07 1.269803e-06 -2.517984e-08
#> kids5 -7.485452e-04 1.633804e-05 3.767212e-05 -7.380449e-07
#> kids618 9.769032e-05 -2.357438e-06 -4.317839e-06 7.972329e-08
#> (Intercept) 8.897359e-02 -3.339373e-03 -3.604508e-03 7.276432e-05
#> educ -3.339373e-03 2.061887e-04 4.639390e-05 -7.646011e-07
#> exper -3.604508e-03 4.639390e-05 2.858809e-04 -6.554600e-06
#> I(exper^2) 7.276432e-05 -7.646011e-07 -6.554600e-06 1.615398e-07
#> interceptS -4.207056e-03 4.521794e-04 -1.510889e-04 4.275981e-06
#> educ 5.001053e-04 -3.617842e-05 -4.063608e-06 4.695365e-08
#> exper -1.203411e-04 -4.688005e-07 1.342488e-05 -3.329026e-07
#> correlation -4.284957e-02 9.198745e-04 2.125414e-03 -4.097000e-05
#> interceptS educ exper correlation
#> (Intercept) 3.468357e-04 -1.442288e-05 -9.382193e-06 -3.839963e-03
#> nwifeinc 5.772862e-06 5.227867e-08 -3.493781e-07 -1.666010e-04
#> educ -3.008656e-05 4.358215e-07 1.340851e-06 6.267828e-04
#> exper 7.227925e-06 1.483649e-07 -5.240984e-07 -2.077212e-04
#> I(exper^2) -1.633433e-07 -4.301812e-09 1.260065e-08 4.870478e-06
#> age -3.019614e-06 1.431704e-07 7.724197e-08 2.137294e-05
#> kids5 -3.515967e-05 7.895645e-07 1.429916e-06 6.364774e-04
#> kids618 -6.725046e-06 6.697164e-07 -6.200012e-08 -8.471042e-05
#> (Intercept) -4.207056e-03 5.001053e-04 -1.203411e-04 -4.284957e-02
#> educ 4.521794e-04 -3.617842e-05 -4.688005e-07 9.198745e-04
#> exper -1.510889e-04 -4.063608e-06 1.342488e-05 2.125414e-03
#> I(exper^2) 4.275981e-06 4.695365e-08 -3.329026e-07 -4.097000e-05
#> interceptS 4.726021e-02 -3.417580e-03 -2.154750e-04 -1.344973e-03
#> educ -3.417580e-03 2.688562e-04 1.069813e-06 -5.188196e-06
#> exper -2.154750e-04 1.069813e-06 1.541583e-05 7.474750e-05
#> correlation -1.344973e-03 -5.188196e-06 7.474750e-05 3.606417e-02
#>
#> $prop_sigmaHG
#> (Intercept) nwifeinc educ exper I(exper^2) age
#> 0.5095931437 0.0049167099 0.0254507788 0.0190842497 0.0006164602 0.0084773335
#> kids5 kids618 (Intercept) educ exper I(exper^2)
#> 0.1185723494 0.0434800364 0.2982844147 0.0143592713 0.0169080137 0.0004019202
#> interceptS educ exper correlation
#> 0.2173941444 0.0163968342 0.0039263002 0.1899056898
#>
#> $level
#> [1] "0" "1"
#>
#> $nObs
#> [1] 753
#>
#> $nParam
#> [1] 16
#>
#> $N0
#> [1] 325
#>
#> $N1
#> [1] 428
#>
#> $NXS
#> [1] 8
#>
#> $NXO
#> [1] 4
#>
#> $df
#> [1] 737
#>
#> $aic
#> [1] 1673.924
#>
#> $bic
#> [1] 1747.909
#>
#> $initial.value
#> (Intercept) nwifeinc educ exper I(exper^2) age
#> 0 0 0 0 0 0
#> kids5 kids618 (Intercept) educ exper I(exper^2)
#> 0 0 0 0 0 0
#> interceptS educ exper correlation
#> 1 1 1 0
#>
#> $NE
#> [1] 3
#>
#> $NV
#> [1] 1
#>
#> attr(,"class")
#> [1] "HeckmanGe" "list"