SCM

[#5175] predict() method for sampleSelection

Date:
2013-12-06 22:17
Priority:
3
State:
Open
Submitted by:
Arne Henningsen (arne)
Assigned to:
Nobody (None)
Product:
sampleSelection
Operating System:
All
Status:
Summary:
predict() method for sampleSelection

Detailed description
We were asked to add a predict() method for sample-selection models that were estimated by selection().

Comments:

Message  ↓
Date: 2013-12-06 22:51
Sender: Arne Henningsen

What is the best user interface?

In order to be consistent with predict.glm() and coef.selection(), I suggest:

predict( object, part = "outcome", newdata = NULL,
type = ifelse( part == "outcome", "unconditional", "link" ) )

If argument "part" is equal to "selection", the predicted selection variable is returned and argument "type" can be "link" (meaning that E[w*|Z] = Z %*% gamma is returned) or "response" (meaning that E[w|Z] = pnorm( X %*% beta ) is returned).

If argument "part" is equal to "outcome", the predicted outcome variable is returned and argument "type" can be "unconditional" (meaning that E[y|X] = X %*% beta is returned) or "conditional" (meaning that E[y|X,Z,w=1] = X %*% beta + dnorm( Z %*% gamma ) / pnorm( Z %*% gamma ) * lambda is returned).

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