Sample Selection Models inR: PackagesampleSelection

Model Selection for Mixture Models Using Perfect Sample

We have considered a perfect sample method for model selection of finite mixture models with either known (fixed) or unknown number of components which can be applied in the most general setting with assumptions on the relation between the rival models and the true distribution. It is, both, one or neither to be well-specified or mis-specified, they may be nested or non-nested. We consider mixt...

Models for Sample Selection Bias

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Censored and Sample Selection Models

Li Gan October 2010 Examples Censored data examples: (1) stadium attendance= min(attendance, capacity) Here grouping (those observations with attendance rates less than one vs those observations with attendance rates at one) are clearly based on observed factors. (2) Top-coding: wealth = min (wealth, 1 million) We are interested in understanding how wealth is determined: wealth = xβ + u, where ...

Sample selection bias in credit scoring models

Sample selection in credit-scoring models

We examine three models for sample selection that are relevant for modeling credit scoring by commercial banks. A binary choice model is used to examine the decision of whether or not to extend credit. The selectivity aspect enters because such models are based on samples of individuals to whom credit has already been given. A regression model with sample selection is suggested for predicting e...