coef.selection function

Extract Coefficients from Selection Models

This function extracts coefficients from sample selection models

## S3 method for class 'selection'
coef(object, part = "full", ...)
## S3 method for class 'summary.selection'
coef(object, part = "full", ...)
## S3 method for class 'coef.selection'
print( x, prefix = TRUE,
      digits = max(3, getOption("digits") - 3), ... )

Arguments

• object: object of class selection

  or summary.selection.

• part: character string indicating which parts of the coefficients to extract: "full" for all parameters (selection estimates, outcome estimates, error variance and correlation, including parameters that were calculated based on estimated parameters), "outcome" for the outcome estimates only (including the coefficient of the inverse Mill's ratio in case of a two-step estimation), or "est" for all estimated parameters.

• x: object returned by coef.selection.

• prefix: logical. Add a prefix to the names of the coefficients that indicates to which equation the coefficient belongs.

• digits: numeric, (suggested) number of significant digits.

• ...: currently not used.

Returns

coef.selection returns a vector of the estimated coefficients.

coef.summary.selection returns a matrix of the estimated coefficients, their standard errors, t-values, and p-values.

Author(s)

Arne Henningsen, Ott Toomet (otoomet@ut.ee )

See Also

coef, selection, vcov.selection, and selection-methods.

Examples

## Estimate a simple female wage model taking into account the labour
## force participation
   data(Mroz87)
   a <- heckit(lfp ~ huswage + kids5 + mtr + fatheduc + educ + city,
               log(wage) ~ educ + city, data=Mroz87)
## extract all coefficients of the model:
coef( a )

## now extract the coefficients of the outcome model only:
coef( a, part="outcome")

## extract all coefficients, standard errors, t-values
## and p-values of the model:
coef( summary( a ) )

## now extract the coefficients, standard errors, t-values
## and p-values of the outcome model only:
coef( summary( a ), part="outcome")