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ssmrob (version 0.8)

Robust Estimation and Inference in Sample Selection Models

Description

Package provides a set of tools for robust estimation and inference for models with sample selectivity.

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Version

Install

install.packages('ssmrob')

Monthly Downloads

283

Version

0.8

License

GPL-2

Maintainer

Mikhail Zhelonkin

Last Published

April 2nd, 2020

Functions in ssmrob (0.8)

MEPS2001

Ambulatory Expenditures Data
PsiMest

Score Function of the Mallows M-Estimator
coef.etregrob

Extract Coefficients from Robust Endogenous Treatment Model Fit
MROZ.RAW

Wage Offer Data
MmatrM

M Matrix
etreg2steprobVcov

Variance Covariance Matrix
coef.heckit5rob

Extract Coefficients from Robust Sample Selection Model Fit
model.matrix.heckitrob

Design Matrix of Sample Selection Model
model.matrix.heckit5rob

Design Matrix of Switching Regression Model
heck2steprobVcov

Variance Covariance Matrix
dLambdadSM

Inverse Mills Ratio Derivative
dLambdadSM5

Inverse Mills Ratio Derivative
heckit5rob

Robust Heckit Fit: Switching Regressions
coef.heckitrob

Extract Coefficients from Robust Sample Selection Model Fit
fitted.heckit5rob

Fitted values of robust sample selection model
residuals.etregrob

Residuals of Robust Endogenous Treatment Model Fit
heckitrob.control

Auxiliary for Controlling Robust Fitting
etregrob

Robust Fit of Endogenous Treatment Model
summary.etregrob

Summarizing Robust Fits of Endogenous Treatment Models
fitted.heckitrob

Fitted values of robust sample selection model
print.summary.heckitrob

Print Function for summary.heckitrob
fitted.etregrob

Fitted values of endogenous treatment model
print.heckit5rob

Print a heckit5rob Object
model.matrix.etregrob

Design Matrix of Endogenous Treatment Model
heckitrob

Robust Heckit Fit
summary.heckit5rob

Summarizing Robust Fits of Sample Selection Models
print.summary.etregrob

Print Function for summary.etregrob
print.summary.heckit5rob

Print Function for summary.heckit5rob
summary.heckitrob

Summarizing Robust Fits of Sample Selection Models
print.heckitrob

Print a heckitrob Object
vcov.heckitrob

Extract Asymptotic Variance Covariance Matrix
vcov.etregrob

Extract Asymptotic Variance Covariance Matrix
vcov.heckit5rob

Extract Asymptotic Variance Covariance Matrix
x2weight.covMcd

Robustness Weights
residuals.heckitrob

Residuals of Robust Sample Selection Model Fit
print.etregrob

Print a etregrob Object
residuals.heckit5rob

Residuals of Robust Sample Selection Model Fit
nobs.heckitrob

Number of Observations
x2weight.robCov

Robustness Weights
heck5twosteprobVcov

Variance Covariance Matrix
ssmrob-package

Robust Estimation and Inference in Sample Selection Models
ssmrob

Robust Sample Selection Model