Dear R users/developers
I requested help to solve the problem of formulating Multivariate Sample
selection model by using Full Information Maximum Likelihood
(FIML)estimation method. I could not get any response. I formulated the
following code of FIML to analyse univariate sample selection problem.
Would you please advise me where is my problem
library (sem)
library(nrmlepln)
Selection equation
ws = c(w1, w2, w3)
# values of dependent variables in selection equations are binary (1 and 0)
zs = c(z1, z2, z3, z4, z5)
# z1, z2, z3 continuous and z4 and z5 dummies explanatory variables in
selection equation
Level equation (extent of particular option use)
ys = c(y1, y2, y3)
# values of dependent variables are percentage with some zero cases
xs = c(x1, x2, x3, x4, x5)
# x1, x2, x3 continuous and x4 and x5 dummies dependent variables.
#Note: The variables in both selection and level equations are mostly same.
#Selection model
models1 = 'w1 ~ 1 + zs'
# Level model
model1 = 'w1 ~ 1 + zs|y1 ~ 1 + xs'
fit.fiml = sem(model1, data=MyRdata, estimator="Fiml") # not sure "ML" or
"Fiml"
summary(fit.fiml)
I greatly appreciate your help.
Advance thank you.
Regards
Champak Ishram
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