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HeckmanEM (version 0.1.1)

Fit Normal or Student-t Heckman Selection Models

Description

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) .

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Version

Install

install.packages('HeckmanEM')

Monthly Downloads

323

Version

0.1.1

License

GPL (>= 2.0)

Maintainer

Marcos Prates

Last Published

November 20th, 2020

Functions in HeckmanEM (0.1.1)

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.