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ssmodels

ssmodels

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

Bastos, Fernando de Souza, and Wagner Barreto-Souza. 2020. “Birnbaum–Saunders Sample Selection Model.” Journal of Applied Statistics.

Bastos, Fernando de Souza, Wagner Barreto-Souza, and Marc G Genton. 2021. “A Generalized Heckman Model with Varying Sample Selection Bias and Dispersion Parameters.” Statistica Sinica.

Heckman, James J. 1976. “The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models.” In Annals of Economic and Social Measurement, Volume 5, Number 4, 475–92. NBER.

———. 1979. “Sample Selection Bias as a Specification Error.” Econometrica: Journal of the Econometric Society, 153–61.

Marchenko, Yulia V, and Marc G Genton. 2012. “A Heckman Selection-t Model.” Journal of the American Statistical Association 107 (497): 304–17.

Ogundimu, Emmanuel O, and Jane L Hutton. 2016. “A Sample Selection Model with Skew-Normal Distribution.” Scandinavian Journal of Statistics 43 (1): 172–90.

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Version

Install

install.packages('ssmodels')

Monthly Downloads

142

Version

2.0.1

License

GPL (>= 2)

Maintainer

Fernando de Souza Bastos

Last Published

June 2nd, 2025

Functions in ssmodels (2.0.1)

RandHIE

RAND Health Insurance Experiment
summary.HeckmanSK

Summary of Skew-Normal Heckman Model
summary.HeckmanGe

Summary of Generalized Heckman Model
step2

Heckman's Two-Step Method
nhanes

US National Health and Nutrition Examination Study
extract_model_components

Extract Model Components for Selection Models
ssmodels

ssmodels: Sample Selection Models in R
summary.HeckmantS

Summary of Heckman-t Model
postprocess_theta

Post-process Parameter Vector for Generalized Heckman Models
twostep

Two-Step Estimation of the Classic Heckman Model
summary.HeckmanBS

Summary of Birnbaum-Saunders Heckman Model
summary.HeckmanCL

Summary of Classic Heckman Model
IMR

Inverse Mills Ratio (IMR) Calculation
MEPS2001

Medical Expenditure Panel Survey
HeckmanBS

Heckman-BS Model Fit Function
HeckmanCL

Classic Heckman Model Fit Function
HeckmantS

Heckman-t Model Fit Function
HCinitial

Two-Step Method for Parameter Estimation of the Classical Heckman Model
Mroz87

U.S. Women's Labor Force Participation
PSID2

Panel Study of Income Dynamics
HeckmanSK

Skew-Normal Sample Selection Model Fit Function
HeckmanGe

Generalized Heckman Model Estimation