[R] Estimating Endogenous Selection Model

Johannes Muck Muck at econ.uni-frankfurt.de
Fri Sep 18 07:43:28 CEST 2015

Dear all,

I want to estimate a model in which individuals self-select into two
different actions (e.g. invest or not invest). Moreover, the factors that
influence the selection decision also affect the ultimate outcome variable
(e.g. return on investment). That is, I want to estimate a model with
endogenous selection.

My question is: Which R package supports this kind of estimation? 
To me it seems like the package sampleSelection
) can only be used in case of a SAMPLE selection, i.e. in the example above:
only individuals that invest are observed. Yet in my case, both actions are
observed but the decision which action to choose is endogenous. Or does this
package also support self-selection models?

Thank you very much in advance.



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