Models with sample selection
- Heckman (two step regression or maximum likelihood)
- Heteroscedasticity in linear model
- Treatment effects – endogenous dummy variable
- Probit
- Incidental truncation
- Mover stayer model
- Tobit with selection
- Categorical data with selection
- Poisson model with selection
- Two period attrition model (Hausman and Wise)
- Switching regressions
- Endogenous switching regressions
- Selection with two treatments
- Simultaneous equations - 2SLS
- Ordered probit model with selection
- Stochastic frontier
Panel data
- Fixed effects (bootstrapping)
- Random effects (including group means)
- Random parameters
- Two step estimation
Selection equations
- Probit
- Logit
- Mlogit
- Tobit
- Linear regressions
- Conditional logit
- Ordered probit
- Probit
- Bivariate probit
Estimation and inference
- Weights
- Retain inverse Mills ratios
- Marginal effects: direct and indirect
- Limit observations
- Control observations
Propensity scores and matching
- Any binary choice model
- Nearest neighbor
- Caliper
- Test of balancing hypothesis
