Sample Selection Models • ssmodels

ssmodels

In order to facilitate the adjustment of the sample selection models existing in the literature, we created the ssmodels package. Our package allows the adjustment of the classic Heckman model (Heckman (1976), Heckman (1979)), and the estimation of the parameters of this model via the maximum likelihood method and two-step method, in addition to the adjustment of the Heckman-t models, introduced in the literature by Marchenko and Genton (2012) and the Heckman-Skew model introduced in the literature by Ogundimu and Hutton (2016). We also implemented functions to adjust the generalized version of the Heckman model, introduced by Bastos, Barreto-Souza, and Genton (2021), that allows the inclusion of covariables to the dispersion and correlation parameters and a function to adjust the Heckman-BS model introduced by Bastos and Barreto-Souza (2020) that uses the Birnbaum-Saunders distribution as a joint distribution of the selection and primary regression variables.

Installation

You can install the released version of ssmodels from CRAN with:

install.packages("ssmodels")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("fsbmat-ufv/ssmodels")

Code of Conduct

{ssmodels} is released with a Contributor Code of Conduct.

References

Bastos, Fernando de Souza, and Wagner Barreto-Souza. 2020. “Birnbaum–Saunders Sample Selection Model.” Journal of Applied Statistics.
Bastos, Fernando de Souza, Wagner Barreto-Souza, and Marc G Genton. 2021. “A Generalized Heckman Model with Varying Sample Selection Bias and Dispersion Parameters.” Statistica Sinica.
Heckman, James J. 1976. “The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models.” In Annals of Economic and Social Measurement, Volume 5, Number 4, 475–92. NBER.
———. 1979. “Sample Selection Bias as a Specification Error.” Econometrica: Journal of the Econometric Society, 153–61.
Marchenko, Yulia V, and Marc G Genton. 2012. “A Heckman Selection-t Model.” Journal of the American Statistical Association 107 (497): 304–17.
Ogundimu, Emmanuel O, and Jane L Hutton. 2016. “A Sample Selection Model with Skew-Normal Distribution.” Scandinavian Journal of Statistics 43 (1): 172–90.
======= Sample Selection Models • ssmodels

ssmodels

In order to facilitate the adjustment of the sample selection models existing in the literature, we created the ssmodels package. Our package allows the adjustment of the classic Heckman model (Heckman (1976), Heckman (1979)), and the estimation of the parameters of this model via the maximum likelihood method and two-step method, in addition to the adjustment of the Heckman-t models, introduced in the literature by Marchenko and Genton (2012) and the Heckman-Skew model introduced in the literature by Ogundimu and Hutton (2016). We also implemented functions to adjust the generalized version of the Heckman model, introduced by Bastos, Barreto-Souza, and Genton (2021), that allows the inclusion of covariables to the dispersion and correlation parameters and a function to adjust the Heckman-BS model introduced by Bastos and Barreto-Souza (2020) that uses the Birnbaum-Saunders distribution as a joint distribution of the selection and primary regression variables.

Installation

You can install the released version of ssmodels from CRAN with:

install.packages("ssmodels")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("fsbmat-ufv/ssmodels")

Code of Conduct

{ssmodels} is released with a Contributor Code of Conduct.

References

Bastos, Fernando de Souza, and Wagner Barreto-Souza. 2020. “Birnbaum–Saunders Sample Selection Model.” Journal of Applied Statistics.
Bastos, Fernando de Souza, Wagner Barreto-Souza, and Marc G Genton. 2021. “A Generalized Heckman Model with Varying Sample Selection Bias and Dispersion Parameters.” Statistica Sinica.
Heckman, James J. 1976. “The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models.” In Annals of Economic and Social Measurement, Volume 5, Number 4, 475–92. NBER.
———. 1979. “Sample Selection Bias as a Specification Error.” Econometrica: Journal of the Econometric Society, 153–61.
Marchenko, Yulia V, and Marc G Genton. 2012. “A Heckman Selection-t Model.” Journal of the American Statistical Association 107 (497): 304–17.
Ogundimu, Emmanuel O, and Jane L Hutton. 2016. “A Sample Selection Model with Skew-Normal Distribution.” Scandinavian Journal of Statistics 43 (1): 172–90.