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sampleSelection

Sample Selection Models

v1.2-14 · Jan 20, 2026 · GPL (>= 2)
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Description

Two-step and maximum likelihood estimation of Heckman-type sample selection models: standard sample selection models (Tobit-2), endogenous switching regression models (Tobit-5), sample selection models with binary dependent outcome variable, interval regression with sample selection (only ML estimation), and endogenous treatment effects models. These methods are described in the three vignettes that are included in this package and in econometric textbooks such as Greene (2011, Econometric Analysis, 7th edition, Pearson).

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2 NOTE
12 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 NOTE
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 NOTE
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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tests

              
  Running ‘Mroz87SelectionTest.R’ [1s/1s]
  Comparing ‘Mroz87SelectionTest.Rout’ to ‘Mroz87SelectionTest.Rout.save’ ...76c76
< imrData$IMR1  -1.097620   1.252900   -0.88     0.38    
---
> imrData$IMR1  -1.097619   1.252900   -0.88     0.38    
88c88
< Return code 2: successive function values within tolerance limit (tol)
---
> Return code 1: gradient close to zero (gradtol)
120c120
<     -1.097620  
---
>     -1.097619  
144c144
< invMillsRatio -1.097620    1.26599  -0.867 3.86e-01
---
> invMillsRatio -1.097619    1.26599  -0.867 3.86e-01
171c171
< educ              -0.1904  0.000725  -2.53e-05  1.01e-02 -2.82e-03
---
> educ              -0.1904  0.000725  -2.53e-05  1.00e-02 -2.82e-03
196c196
< educ              -0.1904  0.000725  -2.53e-05  1.01e-02 -2.82e-03
---
> educ              -0.1904  0.000725  -2.53e-05  1.00e-02 -2.82e-03
  Running ‘binarySelectionOutcome.R’ [2s/3s]
  Comparing ‘binarySelectionOutcome.Rout’ to ‘binarySelectionOutcome.Rout.save’ ... OK
  Running ‘fail.R’ [1s/1s]
  Comparing ‘fail.Rout’ to ‘fail.Rout.save’ ... OK
  Running ‘heckitIvTest.R’ [1s/1s]
  Comparing ‘heckitIvTest.Rout’ to ‘heckitIvTest.Rout.save’ ... OK
  Running ‘intervalTest.R’ [3s/3s]
  Comparing ‘intervalTest.Rout’ to ‘intervalTest.Rout.save’ ... OK
  Running ‘invMillsRatioTest.R’ [3s/3s]
  Comparing ‘invMillsRatioTest.Rout’ to ‘invMillsRatioTest.Rout.save’ ... OK
  Running ‘probit.R’ [1s/1s]
  Comparing ‘probit.Rout’ to ‘probit.Rout.save’ ...4426c4426
< Return code 2: successive function values within tolerance limit (tol)
---
> Return code 1: gradient close to zero (gradtol)
6183c6183
<  7.04e-02  1.46e-01  1.72e-01  2.22e-01 -4.72e-01  8.95e-06  7.73e-01  7.52e-01 
---
>  7.04e-02  1.46e-01  1.72e-01  2.22e-01 -4.72e-01  8.96e-06  7.73e-01  7.52e-01 
  Running ‘selection.R’ [3s/3s]
  Comparing ‘selection.Rout’ to ‘selection.Rout.save’ ... OK

            

            

              

                OK
                r-devel-windows-x86_64
              

              
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                r-oldrel-macos-arm64
              

              
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                OK
                r-oldrel-windows-x86_64
              

              
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                r-patched-linux-x86_64
              

              
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                r-release-linux-x86_64
              

              
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                NOTE
                r-release-macos-arm64
              

              
tests

              
  Running ‘Mroz87SelectionTest.R’ [1s/1s]
  Comparing ‘Mroz87SelectionTest.Rout’ to ‘Mroz87SelectionTest.Rout.save’ ...76c76
< imrData$IMR1  -1.097620   1.252900   -0.88     0.38    
---
> imrData$IMR1  -1.097619   1.252900   -0.88     0.38    
88c88
< Return code 2: successive function values within tolerance limit (tol)
---
> Return code 1: gradient close to zero (gradtol)
120c120
<     -1.097620  
---
>     -1.097619  
144c144
< invMillsRatio -1.097620    1.26599  -0.867 3.86e-01
---
> invMillsRatio -1.097619    1.26599  -0.867 3.86e-01
171c171
< educ              -0.1904  0.000725  -2.53e-05  1.01e-02 -2.82e-03
---
> educ              -0.1904  0.000725  -2.53e-05  1.00e-02 -2.82e-03
196c196
< educ              -0.1904  0.000725  -2.53e-05  1.01e-02 -2.82e-03
---
> educ              -0.1904  0.000725  -2.53e-05  1.00e-02 -2.82e-03
  Running ‘binarySelectionOutcome.R’ [2s/2s]
  Comparing ‘binarySelectionOutcome.Rout’ to ‘binarySelectionOutcome.Rout.save’ ... OK
  Running ‘fail.R’ [1s/1s]
  Comparing ‘fail.Rout’ to ‘fail.Rout.save’ ... OK
  Running ‘heckitIvTest.R’ [1s/1s]
  Comparing ‘heckitIvTest.Rout’ to ‘heckitIvTest.Rout.save’ ... OK
  Running ‘intervalTest.R’ [3s/3s]
  Comparing ‘intervalTest.Rout’ to ‘intervalTest.Rout.save’ ... OK
  Running ‘invMillsRatioTest.R’ [3s/3s]
  Comparing ‘invMillsRatioTest.Rout’ to ‘invMillsRatioTest.Rout.save’ ... OK
  Running ‘probit.R’ [1s/1s]
  Comparing ‘probit.Rout’ to ‘probit.Rout.save’ ...4426c4426
< Return code 2: successive function values within tolerance limit (tol)
---
> Return code 1: gradient close to zero (gradtol)
6183c6183
<  7.04e-02  1.46e-01  1.72e-01  2.22e-01 -4.72e-01  8.95e-06  7.73e-01  7.52e-01 
---
>  7.04e-02  1.46e-01  1.72e-01  2.22e-01 -4.72e-01  8.96e-06  7.73e-01  7.52e-01 
  Running ‘selection.R’ [3s/3s]
  Comparing ‘selection.Rout’ to ‘selection.Rout.save’ ... OK

            

            

              

                OK
                r-release-macos-x86_64
              

              
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                OK
                r-release-windows-x86_64
              

              
*

              

            

          

        

      



      

      
      

        
Check History

        

          

            
              NOTE
              
                12 OK ·                 2 NOTE ·                 0 WARNING ·                 0 ERROR ·                 0 FAILURE              
              Mar 9, 2026
            
            

              

                

                  NOTE
                  r-devel-macos-arm64
                

                
tests

                
  Running ‘Mroz87SelectionTest.R’ [1s/1s]
  Comparing ‘Mroz87SelectionTest.Rout’ to ‘Mroz87SelectionTest.Rout.save’ ...76c76
< imrData$IMR1  -1.097620   1.252900   -0.88     0.38    
---
> imrData$IMR1  -1.097619   1.252900   -0.88     0.38    
88c88
< Return code 2: successive function values within tolerance limit (tol)
---
> Return code 1: gradient close to zero (gradtol)
120c120
<     -1.097620  
---
>     -1.097619  
144c144
< invMillsRatio -1.097620    1.26599  -0.867 3.86e-01
---
> invMil

              

              

                

                  NOTE
                  r-release-macos-arm64
                

                
tests

                
  Running ‘Mroz87SelectionTest.R’ [1s/1s]
  Comparing ‘Mroz87SelectionTest.Rout’ to ‘Mroz87SelectionTest.Rout.save’ ...76c76
< imrData$IMR1  -1.097620   1.252900   -0.88     0.38    
---
> imrData$IMR1  -1.097619   1.252900   -0.88     0.38    
88c88
< Return code 2: successive function values within tolerance limit (tol)
---
> Return code 1: gradient close to zero (gradtol)
120c120
<     -1.097620  
---
>     -1.097619  
144c144
< invMillsRatio -1.097620    1.26599  -0.867 3.86e-01
---
> invMil

              

            

          

        

      


      
      

        
Reverse Dependencies (15)

        

          
imports

          

            EMSS
            HeckmanEM
            localIV
            ssmrob
            xtsum
          

        

        

          
suggests

          

            AER
            OPSR
            fastqrs
            hpa
            insight
            marginaleffects
            micsr
            parameters
            ssmodels
            urbin
          

        

      


      
      

        
Dependency Network

        

          
            

            
            
            Dependencies
            
            Reverse dependencies

            
            
            
            
            
            
            

            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            

            
            
              
              maxLik
            
            
              
              miscTools
            
            
              
              systemfit
            
            
              
              Formula (>=
1.1-1)
            
            
              
              VGAM
            
            
              
              mvtnorm
            

            
            
              
              EMSS
            
            
              
              HeckmanEM
            
            
              
              localIV
            
            
              
              ssmrob
            
            
              
              xtsum
            
            
              
              AER
            
            
              
              OPSR
            
            
              
              fastqrs
            
            
              
              hpa
            
            
              
              insight
            
            
              
              marginaleffects
            
            
              
              micsr
            
            
              
              parameters
            
            
              
              ssmodels
            
            
              
              urbin
            

            
            
            sampleSelection
          
        

      


      
      

        
Version History

        

          

            new
            1.2-14
            Mar 9, 2026