Copula Regression Spline Sample Selection Models: The R Package SemiParSampleSel
dc.contributor.author | Wojty\'s, M | |
dc.contributor.author | Marra, G | |
dc.contributor.author | Radice, R | |
dc.date.accessioned | 2016-11-15T15:51:30Z | |
dc.date.available | 2016-11-15T15:51:30Z | |
dc.date.issued | 2016-08-01 | |
dc.identifier.issn | 1548-7660 | |
dc.identifier.issn | 1548-7660 | |
dc.identifier.other | 6 | |
dc.identifier.uri | http://hdl.handle.net/10026.1/6743 | |
dc.description.abstract |
Sample selection models deal with the situation in which an outcome of interest is observed for a restricted non-randomly selected sample of the population. The estimation of these models is based on a binary equation, which describes the selection process, and an outcome equation, which is used to examine the substantive question of interest. Classic sample selection models assume a priori that continuous covariates have a linear or pre-specified non-linear relationship to the outcome, and that the distribution linking the two equations is bivariate normal. We introduce the R package SemiParSampleSel which implements copula regression spline sample selection models. The proposed implementation can deal with non-random sample selection, non-linear covariate-response relationships, and non-normal bivariate distributions between the model equations. We provide details of the model and algorithm and describe the implementation in SemiParSampleSel. The package is illustrated using simulated and real data examples. | |
dc.format.extent | 0-0 | |
dc.language | en | |
dc.language.iso | en | |
dc.publisher | Foundation for Open Access Statistic | |
dc.subject | copula | |
dc.subject | non-random sample selection | |
dc.subject | penalized regression spline | |
dc.subject | selection bias | |
dc.subject | R | |
dc.title | Copula Regression Spline Sample Selection Models: The R Package SemiParSampleSel | |
dc.type | journal-article | |
dc.type | Journal Article | |
plymouth.author-url | https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000384915100001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=11bb513d99f797142bcfeffcc58ea008 | |
plymouth.issue | 0 | |
plymouth.volume | 71 | |
plymouth.publication-status | Published | |
plymouth.journal | Journal of Statistical Software | |
dc.identifier.doi | 10.18637/jss.v071.i06 | |
plymouth.organisational-group | /Plymouth | |
plymouth.organisational-group | /Plymouth/Faculty of Science and Engineering | |
plymouth.organisational-group | /Plymouth/Faculty of Science and Engineering/School of Engineering, Computing and Mathematics | |
plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA | |
plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA/EXTENDED UoA 10 - Mathematical Sciences | |
plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA/UoA10 Mathematical Sciences | |
plymouth.organisational-group | /Plymouth/Users by role | |
plymouth.organisational-group | /Plymouth/Users by role/Academics | |
dcterms.dateAccepted | 2015-04-14 | |
dc.identifier.eissn | 1548-7660 | |
dc.rights.embargoperiod | Not known | |
rioxxterms.versionofrecord | 10.18637/jss.v071.i06 | |
rioxxterms.licenseref.uri | http://www.rioxx.net/licenses/all-rights-reserved | |
rioxxterms.licenseref.startdate | 2016-08-01 | |
rioxxterms.type | Journal Article/Review | |
plymouth.oa-location | https://www.jstatsoft.org/article/view/v071i06 |