Wyszynski, Karol;
Marra, Giampiero;
(2018)
Sample selection models for count data in R.
Computational Statistics
, 33
pp. 1385-1412.
10.1007/s00180-017-0762-y.
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Abstract
We provide a detailed hands-on tutorial for the R package SemiParSampleSel (version 1.5). The package implements selection models for count responses fitted by penalized maximum likelihood estimation. The approach can deal with non-random sample selection, flexible covariate effects, heterogeneous selection mechanisms and varying distributional parameters. We provide an overview of the theoretical background and then demonstrate how SemiParSampleSel can be used to fit interpretable models of different complexity. We use data from the German Socio-Economic Panel survey (SOEP v28, 2012. doi:10.5684/soep.v28) throughout the tutorial.
| Type: | Article |
|---|---|
| Title: | Sample selection models for count data in R |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1007/s00180-017-0762-y |
| Publisher version: | https://doi.org/10.1007/s00180-017-0762-y |
| Language: | English |
| Additional information: | This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. |
| Keywords: | Copula, Non-random sample selection, Penalized regression spline, Selection bias Count response, Tutorial |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10041776 |
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