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Two-step and maximum likelihood estimation of Heckman-type sample selection models: standard sample selection models (Tobit-2), endogenous switching regression models (Tobit-5), sample selection models with binary dependent outcome variable, interval regression with sample selection (only ML estimation), and endogenous treatment effects models. These methods are described in the three vignettes that are included in this package and in econometric textbooks such as Greene (2011, Econometric Analysis, 7th edition, Pearson).
| Version: | 1.2-12 |
| Depends: | R (≥ 2.10), maxLik (≥ 0.7-3), stats |
| Imports: | miscTools (≥ 0.6-3), systemfit (≥ 1.0-0), Formula (≥ 1.1-1), VGAM (≥ 1.1-1), mvtnorm (≥ 0.9-9994) |
| Suggests: | lmtest, Ecdat |
| Published: | 2020-12-15 |
| Author: | Arne Henningsen [aut, cre], Ott Toomet [aut], Sebastian Petersen [ctb] |
| Maintainer: | Arne Henningsen <arne.henningsen at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.sampleSelection.org |
| NeedsCompilation: | no |
| Citation: | sampleSelection citation info |
| Materials: | NEWS |
| In views: | CausalInference, Econometrics |
| CRAN checks: | sampleSelection results |
| Reference manual: | sampleSelection.pdf |
| Vignettes: |
Interval Regression with Sample Selection Sample Selection Models Using treatReg |
| Package source: | sampleSelection_1.2-12.tar.gz |
| Windows binaries: | r-devel: sampleSelection_1.2-12.zip, r-release: sampleSelection_1.2-12.zip, r-oldrel: sampleSelection_1.2-12.zip |
| macOS binaries: | r-release (arm64): sampleSelection_1.2-12.tgz, r-oldrel (arm64): sampleSelection_1.2-12.tgz, r-release (x86_64): sampleSelection_1.2-12.tgz, r-oldrel (x86_64): sampleSelection_1.2-12.tgz |
| Old sources: | sampleSelection archive |
| Reverse imports: | EMSS, HeckmanEM, localIV, ssmrob, xtsum |
| Reverse suggests: | AER, hpa, marginaleffects, micsr, ssmodels, urbin |
| Reverse enhances: | censReg, prediction, stargazer |
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