HeckmanEM (version 0.2-1)

Fit Normal, Student-t or Contaminated Normal Heckman Selection Models

Description

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

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Install

install.packages('HeckmanEM')

Monthly Downloads

403

Version

0.2-1

License

GPL-2

Maintainer

Last Published

April 7th, 2024

Functions in HeckmanEM (0.2-1)