Sample Selection Models in R: Package sampleSelection
Ott Toomet and
Journal of Statistical Software, 2008, vol. 027, issue i07
This paper describes the implementation of Heckman-type sample selection models in R. We discuss the sample selection problem as well as the Heckman solution to it, and argue that although modern econometrics has non- and semiparametric estimation methods in its toolbox, Heckman models are an integral part of the modern applied analysis and econometrics syllabus. We describe the implementation of these models in the package sampleSelection and illustrate the usage of the package on several simulation and real data examples. Our examples demonstrate the effect of exclusion restrictions, identification at infinity and misspecification. We argue that the package can be used both in applied research and teaching.
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (16) Track citations by RSS feed
Downloads: (external link)
https://www.jstatsoft.org/index.php/jss/article/do ... lection_0.6-0.tar.gz
https://www.jstatsoft.org/index.php/jss/article/do ... v027i07/v27i07.R.zip
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:027:i07
Access Statistics for this article
Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis
More articles in Journal of Statistical Software from Foundation for Open Access Statistics
Bibliographic data for series maintained by Christopher F. Baum ().