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. | |
| No Results! | ||
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Details
| 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 |
| imports | MomTrunc (>= 5.79) , mvtnorm (>= 1.1-0) , PerformanceAnalytics (>= 2.0.4) , sampleSelection (>= 1.2-6) |
| Contributors | Victor Lachos, Dipak Dey |
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