Sample Selection Models in R : Package sampleSelection

  title={Sample Selection Models in R : Package sampleSelection},
  author={Ott Toomet and Arne Henningsen},
This introduction to the R package sampleSelection is a slightly modified version of Toomet and Henningsen (2008b), published in the Journal of Statistical Software. 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 nonand semiparametric estimation methods in its toolbox, Heckman models are an integral part of the modern applied… CONTINUE READING


Publications citing this paper.
Showing 1-10 of 17 extracted citations

Cross-evaluation of metrics to estimate the significance of creative works.

Proceedings of the National Academy of Sciences of the United States of America • 2015


Publications referenced by this paper.
Showing 1-10 of 22 references

Microeconometrics: Methods and Applications

AC Cameron, PK Trivedi
Cambridge University Press, New York. • 2005
View 5 Excerpts
Highly Influenced

Alternative Covariance Estimators of the Standard Tobit Model.

G Calzolari, G Fiorentini
Economics Letters, • 1993
View 3 Excerpts
Highly Influenced

The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models.

JJ Heckman
Annals of Economic and Social Measurement, • 1976
View 4 Excerpts
Highly Influenced

Advanced Econometrics

T Amemiya
Harvard University Press, Cambridge, Massachusetts. • 1985
View 4 Excerpts
Highly Influenced

Tobit Models: A Survey.

T Amemiya
Journal of Econometrics, • 1984
View 4 Excerpts
Highly Influenced

Limdep ̃9.0 Econometric Modeling Guide, Volume 1. Econometric Software, Inc., Plainview, NY. URL

WH Greene
View 2 Excerpts

Nonparametric Econometrics: Theory and Practice

JS Racine
Journal of Econometrics, • 2007
View 1 Excerpt

Errata and Discussion of Econometric Analysis, 5th edition.

WH Greene
http: // • 2006

Similar Papers

Loading similar papers…