sampleSelection

Sample Selection Models

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).

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Package
sampleSelection
Version
1.2-6
Date
2019-05-03
Title
Sample Selection Models
Author
Arne Henningsen [aut, cre], Ott Toomet [aut], Sebastian Petersen [ctb]
Maintainer
Arne Henningsen
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
Description
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).
License
GPL (>= 2)
URL
NeedsCompilation
no
Packaged
2019-05-03 11:35:21 UTC; gsl324
Repository
CRAN
Date/Publication
2019-05-03 15:50:03 UTC

install.packages('sampleSelection')

1.2-6

a month ago

http://www.sampleSelection.org

Arne Henningsen

GPL (>= 2)

Depends on

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

Discussions