Package: PanelSelect 2.0.0

Jing Peng

PanelSelect: Panel Sample Selection Models

Fits sample selection models with continuous, binary, and count outcomes in panel and cross-sectional data. 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>.

Authors:Jing Peng [aut, cre]

PanelSelect_2.0.0.tar.gz
PanelSelect_2.0.0.zip(r-4.7-x86_64)PanelSelect_2.0.0.zip(r-4.7-arm64)PanelSelect_2.0.0.zip(r-4.6-x86_64)PanelSelect_2.0.0.zip(r-4.6-arm64)
PanelSelect_2.0.0.tar.gz(r-4.7-arm64)PanelSelect_2.0.0.tar.gz(r-4.7-x86_64)PanelSelect_2.0.0.tar.gz(r-4.6-arm64)PanelSelect_2.0.0.tar.gz(r-4.6-x86_64)
PanelSelect_2.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
PanelSelect/json (API)

# Install 'PanelSelect' in R:
install.packages('PanelSelect', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

2.60 score 173 downloads 6 exports 4 dependencies

Last updated from:cde983046a. Checks:6 ERROR, 4 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64ERROR245
linux-devel-x86_64ERROR312
source / vignettesOK253
linux-release-arm64ERROR251
linux-release-x86_64ERROR308
windows-devel-arm64ERROR435
windows-devel-x86_64OK445
windows-release-arm64ERROR394
windows-release-x86_64OK420
wasm-releaseOK110

Exports:add_informationcheck_quadraturecheck_stationaritypanel_controlpanel_selectrandom_effects

Dependencies:pbivnormRcppRcppArmadillostatmod

Migrating from PanelSelect 1.0.1 to 2.0.0
1. Update the fitting call | 2. Translate settings and parameter names | 3. Read results through methods | 4. Understand changes in results
Rendered frommigration.Rmdusingknitr::rmarkdown

Last update: 2026-10-29
Started: 2026-10-29

Sample Selection Models for Panel and Cross-Sectional Data
1. Introduction | 1.1. Supported models | 1.2. What changed since 1.0.1? | 2. Supported Panel Selection Models | 2.1. Continuous Outcome (Probit RE–Linear RE) | 2.2. Binary Outcome (Probit RE–Probit RE) | 2.3. Poisson Count Outcome (Probit RE–Poisson RE) | 2.4. Poisson-Lognormal Count Outcome (Probit RE–PLN RE) | 3. Simulated Example: Estimation and Numerical Checks | 3.1. Simulate a panel with known parameters | 3.2. Fit the model and compare estimates | 3.3. Check and refine the fit | 4. Practical Modeling Considerations | References
Rendered fromvignette.Rmdusingknitr::rmarkdown

Last update: 2026-10-29
Started: 2025-10-25

Readme and manuals

Help Manual

Help pageTopics
PanelSelect: panel sample-selection modelsPanelSelect-package PanelSelect
Compute and store observed information for a fitted modeladd_information
Check integration sensitivity at the fitted estimatescheck_quadrature print.panelselect_quadrature_check
Inspect score and curvature diagnostics without refittingcheck_stationarity
Extract coefficients, covariance matrices and confidence intervalscoef.panelselect confint.panelselect panelselect-inference vcov.panelselect
Recover fitted formulas, designs and omitted rowsformula.panelselect model.frame.panelselect model.matrix.panelselect na.action.panelselect panelselect-design terms.panelselect
Inspect likelihood, sample size and information criteriaAIC.panelselect BIC.panelselect logLik.panelselect nobs.panelselect panelselect-comparison
Control numerical integration and optimizationpanel_control print.panelselect_control
Fit panel and cross-sectional sample-selection modelspanel_select
Work with fitted PanelSelect modelspanelselect-methods
Predict outcome means and selection probabilitiesfitted.panelselect predict.panelselect
Summarize person effects conditional on observed historyrandom_effects
Calculate response residuals for observed outcomesresiduals.panelselect
Summarize and print a fitted modelprint.panelselect print.summary.panelselect summary.panelselect
Refit a model with changed formulas, data or settingsupdate.panelselect