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Authors: Ott Toomet, Arne Henningsen
Title: [download]
(11904)
Sample Selection Models in R: Package sampleSelection
Reference: Vol. 27, Issue 7, Jul 2008
Submitted 2007-05-01, Accepted 2008-06-06
Type: Article
Abstract:

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.

Paper: [download]
(11904)
Sample Selection Models in R: Package sampleSelection
(application/pdf, 546.7 KB)
Supplements: [download]
(2772)
sampleSelection_0.6-0.tar.gz: R source package
(application/x-gzip, 1.9 MB)
[download]
(2522)
v27i07.R: R example code from the paper
(application/zip, 2.4 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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