I am interested in using a statistical test from StatsModels, one that is not available in the default Anaconda StatsModels folder on my drive.
See this blog, which as some point mentions, almost casually: ``We can estimate a Two-Step Heckman Model in Python using an unmerged branch from StatsModels (this replicates the Stata two-step results).''
Yeah right.
My question: how to accomplish this?
StatsModels packages reside in three locations on my drive, see below the folders for linear_model.py as an example.
~/anaconda3/lib/python3.7/site-packages/statsmodels/regression/linear_model.py
~/anaconda3/pkgs/statsmodels-0.10.0-py37hdd07704_0/lib/python3.7/site-packages/statsmodels/regression/linear_model.py
~/anaconda3/pkgs/statsmodels-0.10.1-py37hdd07704_0/lib/python3.7/site-packages/statsmodels/regression/linear_model.py
I dread to just copy the heckman.py file in any of them and risk breaking Anaconda.
