Robust Analysis of Sample Selection Models through the R Package ssmrob

The aim of this paper is to describe the implementation and to provide a tutorial for the R package ssmrob, which is developed for robust estimation and inference in sample selection and endogenous treatment models. The sample selectivity issue occurs in practice in various fields, when a non-random...

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Bibliographic Details
Main Authors: Mikhail Zhelonkin, Elvezio Ronchetti
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2021-08-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3774