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ssmrob (version 1.0)

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 and endogenous treatment model. For details, see Zhelonkin and Ronchetti (2021) .

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Version

Install

install.packages('ssmrob')

Monthly Downloads

267

Version

1.0

License

GPL-2

Maintainer

Mikhail Zhelonkin

Last Published

August 20th, 2021

Functions in ssmrob (1.0)

heck2steprobVcov

Variance Covariance Matrix
heckitrob.control

Auxiliary for Controlling Robust Fitting
MROZ.RAW

Wage Offer Data
print.summary.etregrob

Print Function for summary.etregrob
print.summary.heckit5rob

Print Function for summary.heckit5rob
model.matrix.etregrob

Design Matrix of Endogenous Treatment Model
model.matrix.heckitrob

Design Matrix of Sample Selection Model
heckitrob

Robust Heckit Fit
model.matrix.heckit5rob

Design Matrix of Switching Regression Model
summary.etregrob

Summarizing Robust Fits of Endogenous Treatment Models
heckit5rob

Robust Heckit Fit: Switching Regressions
fitted.heckit5rob

Fitted values of robust sample selection model
vcov.heckitrob

Extract Asymptotic Variance Covariance Matrix
vcov.heckit5rob

Extract Asymptotic Variance Covariance Matrix
heck5twosteprobVcov

Variance Covariance Matrix
x2weight.robCov

Robustness Weights
ssmrob

Robust Sample Selection Model
x2weight.covMcd

Robustness Weights
vcov.etregrob

Extract Asymptotic Variance Covariance Matrix
print.heckitrob

Print a heckitrob Object
summary.heckitrob

Summarizing Robust Fits of Sample Selection Models
print.heckit5rob

Print a heckit5rob Object
ssmrob-package

Robust Estimation and Inference in Sample Selection Models
etregrob

Robust Fit of Endogenous Treatment Model
fitted.etregrob

Fitted values of endogenous treatment model
summary.heckit5rob

Summarizing Robust Fits of Sample Selection Models
nobs.heckitrob

Number of Observations
fitted.heckitrob

Fitted values of robust sample selection model
print.etregrob

Print a etregrob Object
print.summary.heckitrob

Print Function for summary.heckitrob
residuals.etregrob

Residuals of Robust Endogenous Treatment Model Fit
residuals.heckitrob

Residuals of Robust Sample Selection Model Fit
residuals.heckit5rob

Residuals of Robust Sample Selection Model Fit
coef.etregrob

Extract Coefficients from Robust Endogenous Treatment Model Fit
MEPS2001

Ambulatory Expenditures Data
dLambdadSM5

Inverse Mills Ratio Derivative
MmatrM

M Matrix
etreg2steprobVcov

Variance Covariance Matrix
dLambdadSM

Inverse Mills Ratio Derivative
coef.heckit5rob

Extract Coefficients from Robust Sample Selection Model Fit
coef.heckitrob

Extract Coefficients from Robust Sample Selection Model Fit
PsiMest

Score Function of the Mallows M-Estimator