NEWS
sampleSelection 1.2-10 (2020-11-04)
- fixed a type in the vignette "Using treatReg" (treatReg.pdf)
- internal change: updated and improved some tests
sampleSelection 1.2-6 (2019-05-03)
- fixed a problem in the code that did not affect any results but that gave
a warning message when it was run with the latest R-devel version
- internal changes to make the sampleSelection package compatible with future
versions of the VGAM package
sampleSelection 1.2-2 (2019-02-19)
- minor adjustments to make this package compatible with version 1.1-1 of the
VGAM package
sampleSelection 1.2-0 (2017-12-07)
- added function treatReg() for estimating treatment effect models
with normal disturbances
- added vignette "Treatment Effect with Normal Disturbances: treatReg"
- selection() can now estimate sample-selection (tobit-2) models
with interval outcome
- added vignette "Interval Regression with Sample Selection"
sampleSelection 1.0-4 (2015-11-03)
- fixed bug in selection( ..., method = "model.frame" ) for Tobit-5 models
(missing "drop = FALSE") that caused model.frame() to return an incorrect
variable name if the model is estimated by the ML method and all explanatory
variables of the second equation of the outcome model are already included in
the first equation of the outcome model; the incorrect variable name caused
model.matrix(), residuals(), fitted(), and predict() to fail
- The R packages "mvtnorm" and "VGAM" are now 'imported' rather than 'suggested'
- minor adjustments due to the upgrade of the maxLik package to version 1.3
- several minor improvements that are mostly not visible to users
sampleSelection 1.0-2 (2014-06-24)
- changed/simplified a few examples in order to reduce their execution time
sampleSelection 1.0-0
- bug fix: selection() did not pass some arguments to other functions, e.g.
argument "inst" was ignored so that the second step of heckit-2 models was
estimated by OLS rather than by IV estimation although argument "inst" was
specified
- fixed bug in residuals.selection( , part = "selection" ) that occured when
the dependent variable of the selection model was a factor
- fixed bug that made residuals( object, part = "outcome" ) not work if
"object" was a sample selection model with a constructed variable
(e.g. "log(wage)") estimated by ML
- residuals.selection( , part = "outcome" ) now works for models with binary
dependent outcome variables
- probit models, tobit-2 models, and binary selection models can now be
estimated with observation-specific weights
- in case of a binary dependent variable of the outcome equation,
fitted( object, part = "outcome" ) now returns the probabilities rather than
the linear prdictors
- added a predict() method for probit models
- added a logLik() method for probit models
- added nobs() and nObs() methods for probit and selection models
- added argument "maxMethod" to heckit2fit() and heckit5fit() that specifies
the maximisation method that is used for estimating the probit model (1st stage)
- the default df.residual() method works for probit models
- this package no longer depends on package 'systemfit' but it imports function
systemfit from package "systemfit"
- minor adjustments in invMillsRatio() so that it works with bivariate
probit models estimated by the current version of the VGAM package (0.9-4)
- improved documentation
- modified some internal calculations so that they are numerically nore stable
- removed the deprecated function tobit2()
sampleSelection 0.7-2 (2012-08-14)
- fixed a bug in the calculation of the Hessian of the log likelihood function
for probit models that only occurred in specific circumstances
(reported by Jon K. Peck)
- in Tobit 5 models, argument "outcome" can now be a pre-defined list
(bug reported by Jon K. Peck)
sampleSelection 0.7-0 (2012-03-05)
- Binary-outcome selection models
sampleSelection 0.6-12 (2011-11-13)
- fixed a bug that occurred in the fitted( ..., part = "outcome" ),
model.matrix( ..., part = "outcome" ), and model.frame() methods as well as
in selection( ..., method = "model.frame" ) if all regressors of the outcome
equation are already included in the selection equation. Thanks to Timothée
Carayol for reporting this bug!
- fixed partial argument matching in invMillsRatio() and probit()
sampleSelection 0.6-10 (2010-08-12)
- added a NAMESPACE file
- minor modifications so that the sampleSelection package works with the
versions >= 0.7-3 of the maxLik package
sampleSelection 0.6-8 (2009-10-16)
- please take a look at the log messages of the SVN repository on R-Forge