In fsbmat-ufv/ssmodels: Sample Selection Models

ssmodels

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ssmodels

In order to facilitate the adjustment of the sample selection models existing in the literature, we created the ssmodels package. Our package allows the adjustment of the classic Heckman model (@heckman1976common, @heckman1979sample), and the estimation of the parameters of this model via the maximum likelihood method and two-step method, in addition to the adjustment of the Heckman-t models, introduced in the literature by @marchenko2012heckman and the Heckman-Skew model introduced in the literature by @ogundimu2016sample. We also implemented functions to adjust the generalized version of the Heckman model, introduced by @bastosBarreto, that allows the inclusion of covariables to the dispersion and correlation parameters and a function to adjust the Heckman-BS model introduced by @bastos that uses the Birnbaum-Saunders distribution as a joint distribution of the selection and primary regression variables.

Installation

You can install the released version of ssmodels from CRAN with:

install.packages("ssmodels")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("fsbmat-ufv/ssmodels")

Code of Conduct

{ssmodels} is released with a Contributor Code of Conduct.

References

fsbmat-ufv/ssmodels documentation built on Nov. 1, 2022, 9:20 p.m.