Sample Selection Models in R: Package sampleSelection

Research output: Contribution to journalJournal articleResearchpeer-review

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.
Original languageEnglish
JournalJournal of Statistical Software
Volume27
Issue number7
Pages (from-to)1-23
Number of pages23
ISSN1548-7660
Publication statusPublished - 2008
Externally publishedYes

ID: 18899432