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:	2025-10-25
DOI:	10.32614/CRAN.package.PanelSelect (may not be active yet)
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: not available, r-release: PanelSelect_1.0.0.zip, r-oldrel: not available
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

Linking:

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