Sample Selection Models

Two-step and maximum likelihood estimation of Heckman-type sample selection models: standard sample selection models (Tobit-2), endogenous switching regression models (Tobit-5), sample selection models with binary dependent outcome variable, interval regression with sample selection (only ML estimation), and endogenous treatment effects models. These methods are described in the three vignettes that are included in this package and in econometric textbooks such as Greene (2011, Econometric Analysis, 7th edition, Pearson).


Reference manual

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install.packages("sampleSelection")

1.2-16 by Arne Henningsen, 8 days ago


https://r-forge.r-project.org/projects/sampleselection/


Browse source code at https://github.com/cran/sampleSelection


Authors: Arne Henningsen [aut, cre] (ORCID: , Ott Toomet [aut] , Sebastian Petersen [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports miscTools, systemfit, Formula, VGAM, mvtnorm, maxLik

Depends on stats

Suggests lmtest, Ecdat


Imported by EMSS, HeckmanEM, localIV, ssmrob, xtsum.

Suggested by AER, OPSR, fastqrs, hpa, insight, marginaleffects, micsr, parameters, spicy, ssmodels, urbin.

Enhanced by censReg, prediction, stargazer.


See at CRAN