HeckmanEM (version 0.2-1)

HeckmanEM.criteria: Model selection criteria for the Heckman Selection model

Description

`HeckmanEM.criteria()` calculates the AIC, AICc, BIC selection criteria for the fitted Heckman selection model.

Usage

HeckmanEM.criteria(obj)

Value

The calculated AIC, AICc, and BIC for the parameters of the fitted model.

Arguments

obj

An object of the class HeckmanEM.

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 = FALSE)
cr <- HeckmanEM.criteria(res)
# }