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switchSelection (version 1.1.2)

Endogenous Switching and Sample Selection Regression Models

Description

Estimate the parameters of multivariate endogenous switching and sample selection models using methods described in Newey (2009) , E. Kossova, B. Potanin (2018) , E. Kossova, L. Kupriianova, B. Potanin (2020) and E. Kossova, B. Potanin (2022) .

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Version

Install

install.packages('switchSelection')

Monthly Downloads

174

Version

1.1.2

License

GPL (>= 2)

Maintainer

Potanin Bogdan

Last Published

August 23rd, 2023

Functions in switchSelection (1.1.2)

grad_mvoprobit

Gradient of the Log-likelihood Function of Multivariate Ordered Probit Model
logLik.mvoprobit

Extract Log-Likelihood from a Fit of the mvoprobit Function.
logLik.mnprobit

Extract Log-Likelihood from a Fit of the mnprobit Function.
lnL_mvoprobit

Log-likelihood Function of Multivariate Ordered Probit Model
loocv

Leave-one-out cross-validation
nobs.mvoprobit

Extract the Number of Observations from a Fit of the mvoprobit Function.
formula_split

Split formula by symbol
predict.mnprobit

Predict method for mnprobit function
print.mnprobit

Print for an Object of Class mnprobit
print.mvoprobit

Print for an Object of Class mvoprobit
lnL_mnprobit

Log-likelihood Function of Multinomial Probit Model
grad_mnprobit

Gradient of the Log-likelihood Function of Multinomial Probit Model
print.lrtest

Print Method for Likelihood Ratio Test
predict.mvoprobit

Predict method for mvoprobit function
summary.mvoprobit

Summary for an Object of Class mvoprobit
starsVector

Stars for p-values
nobs.mnprobit

Extract the Number of Observations from a Fit of the mnprobit Function.
mvoprobit

Multivariate ordered probit model with heteroscedasticity and (non-random) sample selection.
sigma.mvoprobit

Extract Residual Standard Deviation 'Sigma'
sigma.mnprobit

Extract Residual Standard Deviation 'Sigma'
vcov.mvoprobit

Calculate Variance-Covariance Matrix for a mvoprobit Object.
lrtest

Likelihood ratio test
vcov.mnprobit

Calculate Variance-Covariance Matrix for a mnprobit Object.
print.summary.mnprobit

Print summary for an Object of Class mnprobit
summary.delta_method

Summary for an Object of Class delta_method
summary.lrtest

Summary Method for Likelihood Ratio Test
print.summary.delta_method

Print summary for an Object of Class delta_method
print.summary.lrtest

Print Summary Method for Likelihood Ratio Test
mnprobit

Multinomial probit model
print.summary.mvoprobit

Print summary for an Object of Class mvoprobit
summary.mnprobit

Summary for an Object of Class mnprobit
formula.mvoprobit

Formulas of mvoprobit model.
formula_merge

Merge formulas
fitted.mnprobit

Extract Model Fitted Values
coef.mnprobit

Coefficients extraction method for mnprobit.
boot

Bootstrap covariance matrix for least squares estimates of linear regression
coef.mvoprobit

Coefficients extraction method for mvoprobit.
delta_method

Delta method for mvoprobit and mnprobit functions
fitted.mvoprobit

Extract Model Fitted Values
formula.mnprobit

Formulas of mnprobit model.
cps

A subset of data from Current Population Survey (CPS).