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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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Version

Install

install.packages('HeckmanEM')

Monthly Downloads

323

Version

0.2-1

License

GPL-2

Maintainer

Marcos Prates

Last Published

April 7th, 2024

Functions in HeckmanEM (0.2-1)

rHeckman

Data generation from the Heckman Selection model (Normal, Student-t or CN)
Influence

Influence Analysis for the Heckman Selection model
HeckmanEM.infomat

Standard error estimation for the Heckman Selection model by the Information Matrix
HeckmanEM.criteria

Model selection criteria for the Heckman Selection model
HeckmanEM.envelope

Envelope for the Heckman Selection model
CaseDeletion

Case deletion analysis for Heckman selection model
HeckmanEM

Fit the Normal, Student-t or Contaminated normal Heckman Selection model