PanelSelect: Panel Sample Selection Models
Extends the Heckman selection framework to panel data with individual random effects. The first stage models participation via a panel Probit specification, while the second stage can take a panel linear, Probit, Poisson, or Poisson log-normal form. Model details are provided in Bailey and Peng (2025) <doi:10.2139/ssrn.5475626> and Peng and Van den Bulte (2024) <doi:10.1287/mnsc.2019.01897>.
| Version: | 1.0.0 |
| Imports: | Rcpp,PanelCount,pbivnorm,maxLik,statmod,MASS,data.table,pbv |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | knitr,rmarkdown |
| Published: | 2025-10-25 |
| DOI: | 10.32614/CRAN.package.PanelSelect |
| Author: | Jing Peng [aut, cre] |
| Maintainer: | Jing Peng <jing.peng at uconn.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | PanelSelect results |
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