ssmodels - Sample Selection Models
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.
