Package: switchSelection 2.1.0

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]

switchSelection_2.1.0.tar.gz
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manual.pdf |manual.html✨
card.svg |card.png
switchSelection/json (API)

# Install 'switchSelection' in R:
install.packages('switchSelection', repos = c('https://bogdanpotanin.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • cps - A subset of data from Current Population Survey (CPS).

On CRAN:

Conda:

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

openblascpp

1.00 score 1 stars 1 scripts 526 downloads 13 exports 21 dependencies

Last updated from:7f9b6ee23a. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK170
linux-devel-x86_64OK153
source / vignettesOK243
linux-release-arm64OK152
linux-release-x86_64OK148
macos-release-arm64OK132
macos-release-x86_64OK196
macos-oldrel-arm64OK106
macos-oldrel-x86_64OK266
windows-develOK176
windows-releaseOK145
windows-oldrelOK136
wasm-releaseOK121

Exports:bootbootstrap_combine_mselbootstrap_mselformula_mergeformula_splitloocvlrtest_mselmselstarsVectorstruct_mseltest_mselupdate_mselvcov.msel

Dependencies:clidplyrgenagenericsgluehpalifecyclemagrittrmnormpillarpkgconfigR6RcppRcppArmadilloRcppParallelrlangtibbletidyselectutf8vctrswithr

Readme and manuals

Help Manual

Help pageTopics
Bootstrap covariance matrix for least squares estimates of linear regressionboot
Bootstrap for msel functionbootstrap bootstrap_combine_msel bootstrap_msel
Coefficients extraction method for msel.coef.msel
A subset of data from Current Population Survey (CPS).cps
Modify exogenous variables in data frameexogenous_fn
Extract Model Fitted Valuesfitted.msel
Merge formulasformula_merge
Split formula by symbolformula_split
Formulas of msel model.formula.msel
Gradient of the Log-likelihood Function of Multivariate Ordered Probit Modelgrad_msel
Log-likelihood Function of Multivariate Ordered Probit ModellnL_msel
Extract Log-Likelihood from a Fit of the msel Function.logLik.msel
Leave-one-out cross-validationloocv
Likelihood ratio testlrtest_msel
Multivariate and multinomial sample selection and endogenous switching models with multiple outcomes.msel
Extract the Number of Observations from a Fit of the msel Function.nobs.msel
Predict method for msel functionpredict.msel
Print Method for Likelihood Ratio Testprint.lrtest_msel
Print for an Object of Class mselprint.msel
Print for an Object of Class struct_mselprint.struct_msel
Print Summary Method for Likelihood Ratio Testprint.summary.lrtest_msel
Print summary for an Object of Class mselprint.summary.msel
Print summary for an Object of Class test_mselprint.summary.test_msel
Extract Residual Standard Deviation 'Sigma'sigma.msel
Stars for p-valuesstarsVector
Structure of the Object of Class mselstruct_msel
Summary Method for Likelihood Ratio Testsummary.lrtest_msel
Summary for an Object of Class mselsummary.msel
Summary for an Object of Class delta_methodsummary.test_msel
Tests and confidence intervals for the parameters estimated by the msel functiontest_msel
Update msel object with the new estimatesupdate_msel
Combine the asymptotic covariance matricesvcov_combine
Calculate Variance-Covariance Matrix for a msel Object.vcov.msel