Sample Selection Models in R: Package sampleSelection
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Sample Selection Models in R: Package sampleSelection. / Toomet, Ott; Henningsen, Arne.
In: Journal of Statistical Software, Vol. 27, No. 7, 2008, p. 1-23.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - Sample Selection Models in R: Package sampleSelection
AU - Toomet, Ott
AU - Henningsen, Arne
PY - 2008
Y1 - 2008
N2 - 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.
AB - 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.
M3 - Journal article
VL - 27
SP - 1
EP - 23
JO - Journal of Statistical Software
JF - Journal of Statistical Software
SN - 1548-7660
IS - 7
ER -
ID: 18899432