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 |

http://www.sampleSelection.org |

**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

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
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