Learn R Programming
⚠️There's a newer version (1.2-14) of this package.Take me there.

sampleSelection (version 1.0-4)

Sample Selection Models

Description

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).

Copy Link

Version

Install

install.packages('sampleSelection')

Monthly Downloads

7,345

Version

1.0-4

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

November 3rd, 2015

Functions in sampleSelection (1.0-4)

model.frame.selection

Data of Selection Models
predict.probit

Predict method for fitted probit models
heckitVcov

Heckit Variance Covariance Matrix
residuals.selection

Residuals of Selection Models
selection-methods

selection-methods
heckit2fit

2-step Heckman (heckit) estimation
model.frame.binaryChoice

Data of Binary Choice Models
nlswork

National Longitudinal Survey of Young Working Women
Mroz87

U.S. Women's Labor Force Participation
summary.selection

Summarizing Selection Estimations
linearPredictors

Calculates linear predictors for different models
invMillsRatio

Inverse Mill's Ratio of probit models
vcov.selection

Extract Variance Covariance Matrix
probit

Binary choice models.
tobit2fit

Fitting Parametric Sample Selection Models
fitted.selection

Fitted Values of Selection Models
model.matrix.binaryChoice

Design Matrix of Binary Choice Models
predict.selection

Predict method for fitted sample selection models
summary.probit

Summarizing Probit Estimations
coef.selection

Extract Coefficients from Selection Models
sampleSelection-internal

Internal sampleSelection Functions
selection

Heckman-style selection models
probit-methods

probit-methods
RandHIE

RAND Health Insurance Experiment
model.matrix.selection

Design Matrix of Selection Models
residuals.probit

Residuals of probit models