sampleSelection: Sample Selection Models

Two-step estimation and maximum likelihood estimation of Heckman-type sample selection models: standard sample selection models (Tobit-2) and endogenous switching regression models (Tobit-5).

Author
Arne Henningsen <arne.henningsen@gmail.com>, Ott Toomet <otoomet@ut.ee>
Date of publication
2015-11-03 11:59:38
Maintainer
Arne Henningsen <arne.henningsen@gmail.com>
License
GPL (>= 2)
Version
1.0-4
URLs

View on CRAN

Man pages

binaryChoice
Binary choice models.
coef.selection
Extract Coefficients from Selection Models
fitted.selection
Fitted Values of Selection Models
heckit2fit
2-step Heckman (heckit) estimation
heckitVcov
Heckit Variance Covariance Matrix
invMillsRatio
Inverse Mill's Ratio of probit models
linearPredictors
Calculates linear predictors for different models
model.frame.binaryChoice
Data of Binary Choice Models
model.frame.selection
Data of Selection Models
model.matrix.binaryChoice
Design Matrix of Binary Choice Models
model.matrix.selection
Design Matrix of Selection Models
Mroz87
U.S. Women's Labor Force Participation
nlswork
National Longitudinal Survey of Young Working Women
predict.probit
Predict method for fitted probit models
predict.selection
Predict method for fitted sample selection models
probit-methods
probit-methods
RandHIE
RAND Health Insurance Experiment
residuals.probit
Residuals of probit models
residuals.selection
Residuals of Selection Models
sampleSelection-internal
Internal sampleSelection Functions
selection
Heckman-style selection models
selection-methods
selection-methods
summary.probit
Summarizing Probit Estimations
summary.selection
Summarizing Selection Estimations
tobit2fit
Fitting Parametric Sample Selection Models
vcov.selection
Extract Variance Covariance Matrix

Files in this package

sampleSelection
sampleSelection/inst
sampleSelection/inst/CITATION
sampleSelection/inst/doc
sampleSelection/inst/doc/selection.Rnw
sampleSelection/inst/doc/selection.bib
sampleSelection/inst/doc/selection.R
sampleSelection/inst/doc/selection.pdf
sampleSelection/tests
sampleSelection/tests/Mroz87SelectionTest.Rout.save
sampleSelection/tests/binarySelectionOutcome.R
sampleSelection/tests/invMillsRatioTest.R
sampleSelection/tests/probit.Rout.save
sampleSelection/tests/invMillsRatioTest.Rout.save
sampleSelection/tests/selection.R
sampleSelection/tests/heckitIvTest.R
sampleSelection/tests/fail.Rout.save
sampleSelection/tests/selection.Rout.save
sampleSelection/tests/binarySelectionOutcome.Rout.save
sampleSelection/tests/probit.R
sampleSelection/tests/fail.R
sampleSelection/tests/heckitIvTest.Rout.save
sampleSelection/tests/Mroz87SelectionTest.R
sampleSelection/NAMESPACE
sampleSelection/demo
sampleSelection/demo/treatReg.R
sampleSelection/demo/00Index
sampleSelection/NEWS
sampleSelection/data
sampleSelection/data/Mroz87.txt.gz
sampleSelection/data/nlswork.rda
sampleSelection/data/RandHIE.rda
sampleSelection/R
sampleSelection/R/vcov.selection.R
sampleSelection/R/heckit5fit.R
sampleSelection/R/print.summary.probit.R
sampleSelection/R/checkIMRCollinearity.R
sampleSelection/R/tobit2fit.R
sampleSelection/R/fitted.probit.R
sampleSelection/R/residuals.probit.R
sampleSelection/R/heckitVcov.R
sampleSelection/R/model.matrix.binaryChoice.R
sampleSelection/R/coef.selection.R
sampleSelection/R/nObs.R
sampleSelection/R/heckitTfit.R
sampleSelection/R/residuals.selection.R
sampleSelection/R/tobitTfit.R
sampleSelection/R/model.frame.selection.R
sampleSelection/R/predict.probit.R
sampleSelection/R/binaryChoice.R
sampleSelection/R/predict.selection.R
sampleSelection/R/fitted.selection.R
sampleSelection/R/tobitType.R
sampleSelection/R/lambda.R
sampleSelection/R/selection.R
sampleSelection/R/linearPredictors.R
sampleSelection/R/tobit2Bfit.R
sampleSelection/R/print.selection.R
sampleSelection/R/model.matrix.selection.R
sampleSelection/R/tobit5fit.R
sampleSelection/R/logLik.probit.R
sampleSelection/R/heckit2fit.R
sampleSelection/R/detectModelType.R
sampleSelection/R/model.frame.binaryChoice.R
sampleSelection/R/coef.summary.selection.R
sampleSelection/R/summary.selection.R
sampleSelection/R/probit.R
sampleSelection/R/print.coef.selection.R
sampleSelection/R/logLik.selection.R
sampleSelection/R/print.probit.R
sampleSelection/R/invMillsRatio.R
sampleSelection/R/summary.probit.R
sampleSelection/R/heckit.R
sampleSelection/R/selectionVariableName.R
sampleSelection/R/CB.R
sampleSelection/vignettes
sampleSelection/vignettes/selection.Rnw
sampleSelection/vignettes/.install_extras
sampleSelection/vignettes/selection.bib
sampleSelection/vignettes/runSweave.sh
sampleSelection/vignettes/aux2bib_selection.sh
sampleSelection/MD5
sampleSelection/build
sampleSelection/build/vignette.rds
sampleSelection/DESCRIPTION
sampleSelection/man
sampleSelection/man/coef.selection.Rd
sampleSelection/man/summary.probit.Rd
sampleSelection/man/model.matrix.binaryChoice.Rd
sampleSelection/man/selection-methods.Rd
sampleSelection/man/summary.selection.Rd
sampleSelection/man/linearPredictors.Rd
sampleSelection/man/RandHIE.Rd
sampleSelection/man/model.matrix.selection.Rd
sampleSelection/man/sampleSelection-internal.Rd
sampleSelection/man/residuals.selection.Rd
sampleSelection/man/tobit2fit.Rd
sampleSelection/man/model.frame.selection.Rd
sampleSelection/man/predict.probit.Rd
sampleSelection/man/fitted.selection.Rd
sampleSelection/man/model.frame.binaryChoice.Rd
sampleSelection/man/binaryChoice.Rd
sampleSelection/man/predict.selection.Rd
sampleSelection/man/selection.Rd
sampleSelection/man/Mroz87.Rd
sampleSelection/man/vcov.selection.Rd
sampleSelection/man/heckitVcov.Rd
sampleSelection/man/heckit2fit.Rd
sampleSelection/man/residuals.probit.Rd
sampleSelection/man/invMillsRatio.Rd
sampleSelection/man/probit-methods.Rd
sampleSelection/man/nlswork.Rd