Sample Selection Models
Binary choice models.
Extract Coefficients from Selection Models
Fitted Values of Selection Models
2-step Heckman (heckit) estimation
Heckit Variance Covariance Matrix
Inverse Mill's Ratio of probit models
Calculates linear predictors for different models
Data of Binary Choice Models
Data of Selection Models
Design Matrix of Binary Choice Models
Design Matrix of Selection Models
U.S. Women's Labor Force Participation
Predict method for fitted probit models
Predict method for fitted sample selection models
probit-methods
Residuals of probit models
Residuals of Selection Models
Internal sampleSelection Functions
selection-methods
Heckman-style selection and treatment effect models
Summarizing Probit Estimations
Summarizing Selection Estimations
Fitting Parametric Sample Selection Models
Extract Variance Covariance Matrix
Two-step and maximum likelihood estimation of Heckman-type sample selection models: standard sample selection models (Tobit-2), endogenous switching regression models (Tobit-5), sample selection models with binary dependent outcome variable, interval regression with sample selection (only ML estimation), and endogenous treatment effects models. These methods are described in the three vignettes that are included in this package and in econometric textbooks such as Greene (2011, Econometric Analysis, 7th edition, Pearson).