[R] Duration model with sample selection (or selectivity)

Changyou Sun csun at CFR.MsState.Edu
Wed Dec 16 17:19:15 CET 2009


Hello All,

I am interested in estimating a duration model (also known as survival
analysis or event-history analysis). I use an economic dataset. In
economics terms, the model is "duration model with sample selection (or
selectivity)." The time spell variable is only observed for a sample
that meets certain requirements so the sample is nonrandom. Does anybody
know any R package that can take care of this?

Thank you.


Edwin




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