Sample Selection Models
Two-Step Method for Parameter Estimation of the Heckman Model
Heckman BS Model fit Function
Classic Heckman Model fit Function
Function for fit of the Generalized Heckman Model
Normal Skew Model fit Function
Heckman-t Model fit Function
Inverse Mills Ratio
ssmodels: A package for fit the sample selection models.
Heckman's two-step method
Summary of Birnbaum-Saunders Heckman Model
Summary of Classic Heckman Model
Summary of Generalized Heckman Model
Summary of Skew-Normal Heckman Model
Summary of Heckman-ts Model
Heckman's two-step method
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) <doi:10.2307/1912352>), 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) <doi:10.1080/01621459.2012.656011> and the Heckman-Skew model introduced in the literature by Ogundimu and Hutton (2016) <doi:10.1111/sjos.12171>. We also implemented functions to adjust the generalized version of the Heckman model, introduced by Bastos, Barreto-Souza, and Genton (2021) <doi:10.5705/ss.202021.0068>, 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) <doi:10.1080/02664763.2020.1780570> that uses the Birnbaum-Saunders distribution as a joint distribution of the selection and primary regression variables.