ssmodels: ssmodels: Sample Selection Models in R
| ssmodels | R Documentation |
ssmodels: Sample Selection Models in R
Description
The ssmodels package provides functions to fit data affected by sample selection bias.
It includes several extensions of the classical Heckman selection model, allowing for different
assumptions about the joint distribution of the selection and outcome equations.
Details
The following models are implemented:
HeckmanCLClassic Heckman model (Tobit-2).
HeckmantSHeckman model with Student's t-distribution.
HeckmanSKHeckman model with Skew-Normal distribution.
HeckmanBSHeckman model with Birnbaum-Saunders distribution.
HeckmanGeGeneralized Heckman model with covariates in the dispersion and correlation structures.
The package also includes helper functions for computing Inverse Mills Ratios (IMR), post-processing parameter vectors, and two-step initial value estimation.
Author(s)
Fernando de Souza Bastos, Wagner Barreto de Souza
References
\insertRefheckman1976commonssmodels
\insertRefheckman1979samplessmodels
\insertRefmroz1987ssmodels
\insertRefsampleSelectionssmodels
\insertRefmarchenko2012heckmanssmodels
\insertRefogundimu2016samplessmodels
\insertRefzhelonkin2016robustssmodels
\insertRefssmrobssmodels
\insertRefogundimu2019robustssmodels
\insertRefbastosssmodels
\insertRefbastosBarretossmodels
See Also
HeckmanCL, HeckmantS, HeckmanSK,
HeckmanBS, HeckmanGe
