sampleSelection

MaRDI QIDQ20268swMATHCRANFDO

Authors Arne Henningsen, Ott Toomet

Last update 4 October 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.2-12, PACKAGES.rds, 0.5-3, 0.5-5, 0.6-0, 0.6-1, 0.6-2, 0.6-4, 0.6-6, 0.6-8, 0.6-10, 0.6-12, 0.7-0, 0.7-2, 1.0-2, 1.0-4, 1.2-0, 1.2-2, 1.2-6, 1.2-10, 1.2-14, 1.2-16

Official website http://cran.r-project.org/web/packages/sampleSelection/index.html

Source code repository https://github.com/cran/sampleSelection

Description

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).

Cited in

(35)

• New EM-type algorithms for the Heckman selection model
• EMSS
• expint
• glmx
• localIV
• A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\)
• CDVine
• SemiParBIVProbit
• Heckman selection-\(t\) model: parameter estimation via the EM-algorithm
• Systemfit
• Maxlik
• New closed-form estimator and its properties
• tlmec
• mhurdle
• pglm
• censReg
• miscTools
• lmec
• maxLik: a package for maximum likelihood estimation in R
• dglm
• Estimation of a regression spline sample selection model
• GJRM
• Applied Econometrics with R
• mvProbit
• SemiParSampleSel
• ssmrob
• mFilter
• Bayesian robust inference of sample selection using selection-t models
• heckmancopula
• movestay
• HeckmanEM
• PROC QLIM
• xtsum
• Sample selection models for count data in R
• A sample selection model with skew-normal distribution

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