Endogenous Switching and Sample Selection Regression Models
Bootstrap covariance matrix for least squares estimates of linear regr...
Bootstrap for msel function
Coefficients extraction method for msel.
Modify exogenous variables in data frame
Extract Model Fitted Values
Merge formulas
Split formula by symbol
Formulas of msel model.
Gradient of the Log-likelihood Function of Multivariate Ordered Probit...
Log-likelihood Function of Multivariate Ordered Probit Model
Extract Log-Likelihood from a Fit of the msel Function.
Leave-one-out cross-validation
Likelihood ratio test
Multivariate and multinomial sample selection and endogenous switching...
Extract the Number of Observations from a Fit of the msel Function.
Predict method for msel function
Print Method for Likelihood Ratio Test
Print for an Object of Class msel
Print for an Object of Class struct_msel
Print Summary Method for Likelihood Ratio Test
Print summary for an Object of Class msel
Print summary for an Object of Class test_msel
Extract Residual Standard Deviation 'Sigma'
Stars for p-values
Structure of the Object of Class msel
Summary Method for Likelihood Ratio Test
Summary for an Object of Class msel
Summary for an Object of Class delta_method
Tests and confidence intervals for the parameters estimated by the mse...
Update msel object with the new estimates
Calculate Variance-Covariance Matrix for a msel Object.
Estimate the parameters of multivariate endogenous switching and sample selection models using methods described in Newey (2009) <doi:10.1111/j.1368-423X.2008.00263.x>, E. Kossova, B. Potanin (2018) <https://ideas.repec.org/a/ris/apltrx/0346.html>, E. Kossova, L. Kupriianova, B. Potanin (2020) <https://ideas.repec.org/a/ris/apltrx/0391.html> and E. Kossova, B. Potanin (2022) <https://ideas.repec.org/a/ris/apltrx/0455.html>.