Panel Sample Selection Models
Sample Selection Models for Panel Data
Panel Sample Selection Model for Continuous Outcome
Poisson Lognormal Model with Random Effects and Sample Selection
Poisson RE model with Sample Selection
Panel Sample Selection Model for Binary Outcome
Extends the Heckman selection framework to panel data with individual random effects. The first stage models participation via a panel Probit specification, while the second stage can take a panel linear, Probit, Poisson, or Poisson log-normal form. Model details are provided in Bailey and Peng (2025) <doi:10.2139/ssrn.5475626> and Peng and Van den Bulte (2024) <doi:10.1287/mnsc.2019.01897>.