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年10月25日
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

Documentation:

Reference manual: PanelSelect.html , PanelSelect.pdf
Vignettes: Sample Selection Models for Panel Data (source, R code)

Downloads:

Package source: PanelSelect_1.0.0.tar.gz
Windows binaries: r-devel: PanelSelect_1.0.0.zip, r-release: PanelSelect_1.0.0.zip, r-oldrel: PanelSelect_1.0.0.zip
macOS binaries: r-release (arm64): PanelSelect_1.0.0.tgz, r-oldrel (arm64): PanelSelect_1.0.0.tgz, r-release (x86_64): PanelSelect_1.0.0.tgz, r-oldrel (x86_64): PanelSelect_1.0.0.tgz

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