[Gretl-users] Heckit

[Riccardo (Jack) Lucchetti]

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 at univpm.it
http://www.econ.univpm.it/lucchetti