HeckmanEM v0.1.1


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Fit Normal or Student-t Heckman Selection Models

Maximum likelihood estimation by an EM algorithm of Heckman-type sample selection Normal or Student-t models. The reference is Lachos, Prates and Dey (2020) <arXiv:2006.08036>.

Functions in HeckmanEM

Name Description
HeckmanEM.criteria Model selection criteria for the Heckman Selectio model
HeckmanEM Fit the Normal or Student-t Heckman Selectio model.
rHeckman Generate data from the Heckman Selectio model (Normal or Student-t).
HeckmanEM.infomat Standard error estimation for the Heckman Selectio model by the Information Matrix.
HeckmanEM.envelope Envelope for the Heckman Selectio model.
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Type Package
License GPL (>= 2.0)
Encoding UTF-8
LazyData true
RoxygenNote 7.1.1
NeedsCompilation no
Packaged 2020-11-17 19:55:33 UTC; marcos
Repository CRAN
Date/Publication 2020-11-20 09:50:05 UTC

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