Package: switchSelection 1.1.2

switchSelection: Endogenous Switching and Sample Selection Regression Models

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>.

Authors:Bogdan Potanin [aut, cre, ctb], Sofiia Dolgikh [ctb]

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switchSelection.pdf |switchSelection.html✨
switchSelection/json (API)

# Install 'switchSelection' in R:
install.packages('switchSelection', repos = c('https://bogdanpotanin.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • cps - A subset of data from Current Population Survey (CPS).

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

9 exports 1 stars 0.09 score 6 dependencies 196 downloads

Last updated 1 years agofrom:c2adf6aa0a. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 08 2024
R-4.5-win-x86_64OKSep 08 2024
R-4.5-linux-x86_64OKSep 08 2024
R-4.4-win-x86_64OKSep 08 2024
R-4.4-mac-x86_64OKSep 08 2024
R-4.4-mac-aarch64OKSep 08 2024
R-4.3-win-x86_64OKSep 08 2024
R-4.3-mac-x86_64OKSep 08 2024
R-4.3-mac-aarch64OKSep 08 2024

Exports:bootdelta_methodformula_mergeformula_splitloocvlrtestmnprobitmvoprobitstarsVector

Dependencies:genahpamnormRcppRcppArmadilloRcppParallel

Readme and manuals

Help Manual

Help pageTopics
Bootstrap covariance matrix for least squares estimates of linear regressionboot
Coefficients extraction method for mnprobit.coef.mnprobit
Coefficients extraction method for mvoprobit.coef.mvoprobit
A subset of data from Current Population Survey (CPS).cps
Delta method for mvoprobit and mnprobit functionsdelta_method
Extract Model Fitted Valuesfitted.mnprobit
Extract Model Fitted Valuesfitted.mvoprobit
Merge formulasformula_merge
Split formula by symbolformula_split
Formulas of mnprobit model.formula.mnprobit
Formulas of mvoprobit model.formula.mvoprobit
Gradient of the Log-likelihood Function of Multinomial Probit Modelgrad_mnprobit
Gradient of the Log-likelihood Function of Multivariate Ordered Probit Modelgrad_mvoprobit
Log-likelihood Function of Multinomial Probit ModellnL_mnprobit
Log-likelihood Function of Multivariate Ordered Probit ModellnL_mvoprobit
Extract Log-Likelihood from a Fit of the mnprobit Function.logLik.mnprobit
Extract Log-Likelihood from a Fit of the mvoprobit Function.logLik.mvoprobit
Leave-one-out cross-validationloocv
Likelihood ratio testlrtest
Multinomial probit modelmnprobit
Multivariate ordered probit model with heteroscedasticity and (non-random) sample selection.mvoprobit
Extract the Number of Observations from a Fit of the mnprobit Function.nobs.mnprobit
Extract the Number of Observations from a Fit of the mvoprobit Function.nobs.mvoprobit
Predict method for mnprobit functionpredict.mnprobit
Predict method for mvoprobit functionpredict.mvoprobit
Print Method for Likelihood Ratio Testprint.lrtest
Print for an Object of Class mnprobitprint.mnprobit
Print for an Object of Class mvoprobitprint.mvoprobit
Print summary for an Object of Class delta_methodprint.summary.delta_method
Print Summary Method for Likelihood Ratio Testprint.summary.lrtest
Print summary for an Object of Class mnprobitprint.summary.mnprobit
Print summary for an Object of Class mvoprobitprint.summary.mvoprobit
Extract Residual Standard Deviation 'Sigma'sigma.mnprobit
Extract Residual Standard Deviation 'Sigma'sigma.mvoprobit
Stars for p-valuesstarsVector
Summary for an Object of Class delta_methodsummary.delta_method
Summary Method for Likelihood Ratio Testsummary.lrtest
Summary for an Object of Class mnprobitsummary.mnprobit
Summary for an Object of Class mvoprobitsummary.mvoprobit
Calculate Variance-Covariance Matrix for a mnprobit Object.vcov.mnprobit
Calculate Variance-Covariance Matrix for a mvoprobit Object.vcov.mvoprobit