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).

Package details

AuthorArne Henningsen [aut, cre], Ott Toomet [aut], Sebastian Petersen [ctb]
MaintainerArne Henningsen <arne.henningsen@gmail.com>
LicenseGPL (>= 2)
Version1.2-12
URL http://www.sampleSelection.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sampleSelection")

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sampleSelection documentation built on Jan. 13, 2021, 7:49 p.m.