Package: sampleSelection 1.2-15

Arne Henningsen

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).

Authors:Arne Henningsen [aut, cre], Ott Toomet [aut], Sebastian Petersen [ctb]

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sampleSelection_1.2-15.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
sampleSelection/json (API)

# Install 'sampleSelection' in R:
install.packages('sampleSelection', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://r-forge.r-project.org/projects/sampleselection

Datasets:
  • Mroz87 - U.S. Women's Labor Force Participation
  • nlswork - National Longitudinal Survey of Young Working Women
  • RandHIE - RAND Health Insurance Experiment
  • Smoke - Survey Responses on Smoking Behaviour

On CRAN:

Conda:

8.51 score 5 packages 457 scripts 8.0k downloads 2 mentions 14 exports 76 dependencies

Last updated from:b54bd53621. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK206
source / vignettesOK349
linux-release-x86_64OK204
macos-release-arm64OK156
macos-oldrel-arm64OK130
windows-develOK172
windows-releaseOK163
windows-oldrelOK157
wasm-releaseOK147

Exports:binaryChoiceheckitheckit2fitheckit5fitheckitTfitheckitVcovinvMillsRatiolinearPredictorsprobitselectiontobit2Bfittobit2fittobit5fittreatReg

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdigestdoBydplyrfarverforecastFormulafracdiffgenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmaxLikmgcvmicrobenchmarkminqamiscToolsmodelrmvtnormnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrlangS7sandwichscalesSparseMstringistringrsurvivalsystemfittibbletidyrtidyselecttimeDateurcautf8vctrsVGAMviridisLitewithrzoo

Sample Selection Models
Introduction | Heckman's solution | Implementation | Usage | Two replication exercises | Robustness issues | Conclusions
Rendered fromselection.Rnwusingutils::Sweave

Last update: 2026-01-19
Started: 2011-11-12

Using treatReg
The Problem | Treatment Effects with Spherical Disturbances | treatReg | Conclusion
Rendered fromtreatReg.Rnwusingutils::Sweave

Last update: 2019-07-15
Started: 2015-02-01

Interval Regression with Sample Selection
Model Specification | Log-Likelihood Function | Restricting coefficients and 2 | Gradients of the CDF of the bivariate standard normal distribution | Gradients of the Log-Likelihood Function | Example with a Generated Dataset | Generate Dataset | Example with the `Smoke' dataset
Rendered fromintReg.Rnwusingutils::Sweave

Last update: 2017-12-07
Started: 2017-10-22

Readme and manuals

Help Manual

Help pageTopics
Extract Coefficients from Selection Modelscoef.selection coef.summary.selection print.coef.selection
Fitted Values of Selection Modelsfitted.selection
Heckit Variance Covariance MatrixheckitVcov
Inverse Mill's Ratio of probit modelsinvMillsRatio
Calculates linear predictors for different modelslinearPredictors linearPredictors.probit
Data of Binary Choice Modelsmodel.frame.binaryChoice
Data of Selection Modelsmodel.frame.selection
Design Matrix of Binary Choice Modelsmodel.matrix.binaryChoice
Design Matrix of Selection Modelsmodel.matrix.selection
U.S. Women's Labor Force ParticipationMroz87
National Longitudinal Survey of Young Working Womennlswork
Predict method for fitted probit modelspredict.probit
Predict method for fitted sample selection modelspredict.selection
Binary choice models.binaryChoice probit
probit-methodsfitted.probit logLik.probit nObs.probit nobs.probit print.probit probit-methods
RAND Health Insurance ExperimentRandHIE
Residuals of probit modelsresiduals.probit
Residuals of Selection Modelsresiduals.selection
Heckman-style selection and treatment effect modelsheckit selection treatReg
selection-methodslogLik.selection nObs.selection nobs.selection print.selection selection-methods
Survey Responses on Smoking BehaviourSmoke
Summarizing Probit Estimationsprint.summary.probit summary.probit
Summarizing Selection Estimationsprint.summary.selection summary.selection
Extract Variance Covariance Matrixvcov.selection