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HeckmanEM (version 0.2-0)

Fit Normal or Student-t Heckman Selection Models

Description

It performs maximum likelihood estimation for the Heckman selection model (Normal or Student-t) using an EM-algorithm . It also performs influence diagnostic through global and local influence for four possible perturbation schema.

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Version

Install

install.packages('HeckmanEM')

Monthly Downloads

194

Version

0.2-0

License

GPL (>= 2.0)

Maintainer

Marcos Prates

Last Published

June 11th, 2023

Functions in HeckmanEM (0.2-0)

HeckmanEM.criteria

Model selection criteria for the Heckman Selection model
rHeckman

Data generation from the Heckman Selection model (Normal or Student-t)
HeckmanEM.infomat

Standard error estimation for the Heckman Selection model by the Information Matrix
CaseDeletion

Case deletion analysis for Heckman selection model
HeckmanEM

Fit the Normal or Student-t Heckman Selection model
Influence

Influence Analysis for the Heckman Selection model
HeckmanEM.envelope

Envelope for the Heckman Selection model