Abstract
This paper describes the implementation of Heckman-type sample selection models
in R. We discuss the sample selection problem as well as the Heckman solution to it,
and argue that although modern econometrics has non- and semiparametric estimation
methods in its toolbox, Heckman models are an integral part of the modern applied
analysis and econometrics syllabus. We describe the implementation of these models in
the package sampleSelection and illustrate the usage of the package on several simulation
and real data examples. Our examples demonstrate the effect of exclusion restrictions,
identification at infinity and misspecification. We argue that the package can be used
both in applied research and teaching.