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I haven't found an answer to this online: Is there any package / easy to implement way to estimate a probit with heckman correction in R? The corresponding function in STATA would be heckprob

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  • $\begingroup$ you may wanna take a look at the sample selection package. See here: cran.r-project.org/web/packages/sampleSelection/vignettes/… and here: cran.r-project.org/web/packages/sampleSelection/… $\endgroup$
    – Sascha
    Mar 13, 2018 at 16:15
  • $\begingroup$ Hi, thanks for the comment :-) I did look at the sample selection package, but still cant see an application for heckman probit :-( $\endgroup$
    – user469216
    Mar 13, 2018 at 16:28
  • $\begingroup$ I see. Here's a practical guide and implementation using the sample selection package: rpubs.com/wsundstrom/t_selection $\endgroup$
    – Sascha
    Mar 13, 2018 at 16:39
  • $\begingroup$ thanks for the link :-) still, the regression of interest is OLS (the 2nd step), not probit :(. $\endgroup$
    – user469216
    Mar 13, 2018 at 16:48
  • $\begingroup$ You need to post a minimal complete verifiable example (MCVE). I suggest linking to a relevant, easily-obtainable data set (would the Smoke data in sampleSelection do?), and reporting the Stata output in your question. Then someone can help you get the same output in R. $\endgroup$ Sep 18, 2018 at 17:02

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