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PanelCount - Random Effects and/or Sample Selection Models for Panel Count Data

A high performance package implementing random effects and/or sample selection models for panel count data. The details of the models are discussed in Peng and Van den Bulte (2023) <doi:10.2139/ssrn.2702053>.

Last updated

cpp

2.48 score 1 dependents 9 scripts 233 downloads

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>.

Last updated

cpp

2.00 score 155 downloads

endogeneity - Recursive Two-Stage Models to Address Endogeneity

Various recursive two-stage models to address the endogeneity issue of treatment variables in observational study or mediators in experiments. The details of the models are discussed in Peng (2023) <doi:10.1287/isre.2022.1113>.

Last updated

cpp

2.00 score 2 scripts 280 downloads

CoxPlus - Cox Regression (Proportional Hazards Model) with Multiple Causes and Mixed Effects

Extends the Cox model to events with more than one causes. Also supports random and fixed effects, tied events, and time-varying variables. Model details are provided in Peng et al. (2018) <doi:10.1509/jmr.14.0643>.

Last updated

openblascpp

1.00 score 1 scripts 235 downloads