Sample selection models for count data in R

Karol Wyszynski () and Giampiero Marra ()
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Karol Wyszynski: University College London
Giampiero Marra: University College London

Computational Statistics, 2018, vol. 33, issue 3, No 14, 1385-1412

Abstract: Abstract We provide a detailed hands-on tutorial for the R package SemiParSampleSel (version 1.5). The package implements selection models for count responses fitted by penalized maximum likelihood estimation. The approach can deal with non-random sample selection, flexible covariate effects, heterogeneous selection mechanisms and varying distributional parameters. We provide an overview of the theoretical background and then demonstrate how SemiParSampleSel can be used to fit interpretable models of different complexity. We use data from the German Socio-Economic Panel survey (SOEP v28, 2012. doi: 10.5684/soep.v28 ) throughout the tutorial.

Keywords: Copula; Non-random sample selection; Penalized regression spline; Selection bias; Count response; Tutorial (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00180-017-0762-y

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