| ssmrob-package {ssmrob} | R Documentation |
Robust Estimation and Inference in Sample Selection Models
Description
Package provides a set of tools for robust estimation and inference for models with sample selectivity and endogenous treatment model.
Details
| Package: | ssmrob |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2021-08-18 |
| License: | GPL-2 |
Author(s)
Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti
Maintainer: Mikhail Zhelonkin <Mikhail.Zhelonkin@gmail.com>
References
Heckman, J.J. (1979) Sample Selection Bias as a Specification Error. Econometrica, 47, p. 153-161.
Zhelonkin, M., Genton M.G., and Ronchetti, E. (2016) Robust Inference in Sample Selection Models. Journal of the Royal Statistical Society, Series B, 78, p. 805-827. doi: 10.1111/rssb.12136
Zhelonkin, M., Ronchetti, E. (2021) Robust Analysis of Sample Selection Models through the R Package ssmrob. Journal of Statistical Software, 99, 4, p. 1-35. doi: 10.18637/jss.v099.i04
See Also
ssmrob, etregrob, heckitrob, heckit5rob, selection
Examples
# Zhelonkin, Genton, Ronchetti (2016): page 823
data(MEPS2001)
selectEq <- dambexp ~ age + female + educ + blhisp + totchr + ins
outcomeEq <- lnambx ~ age + female + educ + blhisp + totchr + ins
meps.fit <- ssmrob(selectEq, outcomeEq, data = MEPS2001, control = heckitrob.control(tcc = 3.2))
summary(meps.fit)