HeckmanEM (version 0.2-0)

HeckmanEM.envelope: Envelope for the Heckman Selection model

Description

`HeckmanEM.envelope()` plots the envelope for the fitted Heckman selection model.

Usage

HeckmanEM.envelope(obj, envelope = 0.95, ...)

Value

A residual plot of the fitted data and its envelope.

Arguments

obj

An object of the class HeckmanEM.

envelope

The envelope coverage percentage.

...

Other option for chart.QQPlot from PerformanceAnalytics package.

Examples

# \donttest{
n <- 100
family <- "T"
nu <- 4
rho <- .6
cens <- .25

set.seed(20200527)
w <- cbind(1,runif(n,-1,1),rnorm(n))
x <- cbind(w[,1:2])
c <- qt(cens, df=nu)

sigma2 <- 1

beta <- c(1,0.5)
gamma <- c(1,0.3,-.5)
gamma[1] <- -c*sqrt(sigma2)

set.seed(1)
datas <- rHeckman(x,w,beta,gamma,sigma2,rho,nu,family=family)
y <- datas$y
cc <- datas$cc

res <- HeckmanEM(y, x, w, cc, nu = 4, family = "Normal", error = 1e-05, iter.max = 500,
                 im = TRUE, criteria = TRUE)
HeckmanEM.envelope(res, ylab="Normalized Quantile Residuals",xlab="Standard normal quantile",
                   line="quartile", col=c(20,1), pch=19, ylim = c(-5,4))
# }