NEWS
ssmodels 2.0.1 (2025-06-02)
Bug Fixes
- Corrected the initialization of the
start values in the HeckmanSK function. Previously, it was relying on a two-step method to generate starting values, which could lead to numerical instability in some cases. Now, a more robust initialization is implemented to ensure better convergence and numerical stability.
- Fixed the display of the log-likelihood in the
summary methods of all functions (e.g., summary.HeckmanSK, summary.HeckmanCL, summary.HeckmanBS, etc.). Previously, these were reporting the negative of the log-likelihood. They now correctly display the log-likelihood value as returned by the optimization procedure.
ssmodels 2.0.0 (2025-06-01)
Major updates
- Complete overhaul of the package, improving organization, readability, and performance of all functions.
- Rewritten log-likelihood and gradient functions (
loglik_* and gradlik_*) for enhanced numerical stability and clarity.
- Fixed discrepancies where analytical gradients did not match numerical gradients.
- Comprehensive documentation updates for all functions, ensuring better understanding and usage.
- Added two new helper functions:
postprocess_theta(): streamlines parameter transformations for clear interpretation and improved consistency across models.
extract_model_components(): extracts model.frame, model.matrix, and model.response objects in a robust and reusable way.
- All functions now follow consistent coding style and best practices.
- Significant performance improvements, making the package lighter and more efficient.
Bug fixes
- Fixed issues with incorrect gradient calculations for
sigma and rho parameters.
- Corrected numerical errors in several model functions.
Other improvements
- Updated vignette and examples to reflect the new structure and improvements.
- Switched pkgdown site to Bootstrap 5 for improved readability and responsiveness.
ssmodels 1.0.1 (2022-10-04)
Minor updates
- Improved documentation and examples.
- Added unit tests to ensure stability of
HeckmanCL() and other core functions.
ssmodels 1.0.0
Initial release
- Initial implementation of the classic Heckman model (
HeckmanCL()) and foundational sample selection models.
- Basic infrastructure for selection bias correction in econometric models.