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switchSelection (version 2.0.0)

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

2.0.0

License

GPL (>= 2)

Maintainer

Potanin Bogdan

Last Published

September 26th, 2024

Functions in switchSelection (2.0.0)

lnL_msel

Log-likelihood Function of Multivariate Ordered Probit Model
logLik.msel

Extract Log-Likelihood from a Fit of the msel Function.
lrtest_msel

Likelihood ratio test
print.msel

Print for an Object of Class msel
print.struct_msel

Print for an Object of Class struct_msel
print.lrtest_msel

Print Method for Likelihood Ratio Test
loocv

Leave-one-out cross-validation
predict.msel

Predict method for msel function
msel

Multivariate and multinomial sample selection and endogenous switching models with multiple outcomes.
nobs.msel

Extract the Number of Observations from a Fit of the msel Function.
summary.test_msel

Summary for an Object of Class delta_method
print.summary.lrtest_msel

Print Summary Method for Likelihood Ratio Test
struct_msel

Structure of the Object of Class msel
print.summary.test_msel

Print summary for an Object of Class test_msel
starsVector

Stars for p-values
summary.msel

Summary for an Object of Class msel
summary.lrtest_msel

Summary Method for Likelihood Ratio Test
test_msel

Tests and confidence intervals for the parameters estimated by the msel function
sigma.msel

Extract Residual Standard Deviation 'Sigma'
print.summary.msel

Print summary for an Object of Class msel
update_msel

Update msel object with the new estimates
vcov.msel

Calculate Variance-Covariance Matrix for a msel Object.
coef.msel

Coefficients extraction method for msel.
exogenous_fn

Modify exogenous variables in data frame
formula.msel

Formulas of msel model.
fitted.msel

Extract Model Fitted Values
bootstrap

Bootstrap for msel function
formula_merge

Merge formulas
formula_split

Split formula by symbol
boot

Bootstrap covariance matrix for least squares estimates of linear regression
grad_msel

Gradient of the Log-likelihood Function of Multivariate Ordered Probit Model
cps

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