Learn R Programming

HeckmanEM (version 0.2-2)

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.

Copy Link

Version

Install

install.packages('HeckmanEM')

Monthly Downloads

323

Version

0.2-2

License

GPL-2

Maintainer

Marcos Prates

Last Published

June 2nd, 2025

Functions in HeckmanEM (0.2-2)

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, Student-t or Contaminated normal Heckman Selection model
rHeckman

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

Envelope for the Heckman Selection model
HeckmanEM.criteria

Model selection criteria for the Heckman Selection model
Influence

Influence Analysis for the Heckman Selection model