Endogenous Switching and Sample Selection Regression Models


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Documentation for package ‘switchSelection’ version 2.0.0

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boot Bootstrap covariance matrix for least squares estimates of linear regression
bootstrap Bootstrap for msel function
bootstrap_combine_msel Bootstrap for msel function
bootstrap_msel Bootstrap for msel function
coef.msel Coefficients extraction method for msel.
cps A subset of data from Current Population Survey (CPS).
exogenous_fn Modify exogenous variables in data frame
fitted.msel Extract Model Fitted Values
formula.msel Formulas of msel model.
formula_merge Merge formulas
formula_split Split formula by symbol
grad_msel Gradient of the Log-likelihood Function of Multivariate Ordered Probit Model
lnL_msel Log-likelihood Function of Multivariate Ordered Probit Model
logLik.msel Extract Log-Likelihood from a Fit of the msel Function.
loocv Leave-one-out cross-validation
lrtest_msel Likelihood ratio test
msel Multivariate and multinomial sample selection and endogenous switching models with multiple outcomes.
nobs.msel Extract the Number of Observations from a Fit of the msel Function.
predict.msel Predict method for msel function
print.lrtest_msel Print Method for Likelihood Ratio Test
print.msel Print for an Object of Class msel
print.struct_msel Print for an Object of Class struct_msel
print.summary.lrtest_msel Print Summary Method for Likelihood Ratio Test
print.summary.msel Print summary for an Object of Class msel
print.summary.test_msel Print summary for an Object of Class test_msel
sigma.msel Extract Residual Standard Deviation 'Sigma'
starsVector Stars for p-values
struct_msel Structure of the Object of Class msel
summary.lrtest_msel Summary Method for Likelihood Ratio Test
summary.msel Summary for an Object of Class msel
summary.test_msel Summary for an Object of Class delta_method
test_msel Tests and confidence intervals for the parameters estimated by the msel function
update_msel Update msel object with the new estimates
vcov.msel Calculate Variance-Covariance Matrix for a msel Object.