Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Ott Toomet, Arne Henningsen
Title: Sample Selection Models in R: Package sampleSelection
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.

Page views:: 22252. Submitted: 2007-05-01. Published: 2008-07-29.
Paper: Sample Selection Models in R: Package sampleSelection     Download PDF (Downloads: 24959)
Supplements:
sampleSelection_0.6-0.tar.gz: R source package Download (Downloads: 3348; 1MB)
v27i07.R.zip: v27i07.R: R example code from the paper Download (Downloads: 3115; 2KB)
DOI: 10.18637/jss.v027.i07

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.