Re: [Gretl-users] Heckit
On Mon, 28 May 2007, Gordon Hughes wrote:
All that is needed is an option in the probit model to generate the
Mills ratio as a post-estimation variable. I haven't checked whether it
is there already but it could easily be added.
The Mills ratios are the generalised residuals in the probit case; hence,
you can access them as the probit residuals.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti