Fitting Sample Selection Models for Discrete Response Variables

Tools to fit sample selection models in case of discrete response variables, through a parametric formulation which represents a natural extension of the well-known Heckman selection model are provided in the package. The response variable can be of Bernoulli, Poisson or Negative Binomial type. The sample selection mechanism allows to choose among a Normal, Logistic or Gumbel distribution.


Reference manual

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1.0.0 by Sang Kyu Lee, 2 years ago

Browse source code at

Authors: Sang Kyu Lee <[email protected]> , Adelchi Azzalini <[email protected]> , Hyoung-Moon Kim <[email protected]>

Documentation:   PDF Manual  

GPL-2 license

Imports sfsmisc, matrixcalc, psych, MASS

See at CRAN