x2weight.covMcd

xMat

<p>Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance. For computation of location and scatter the MCD method is used.</p>

 Minimum covariance determinant 

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) <doi:10.18637/jss.v099.i04>.

Mikhail Zhelonkin

x2weight.covMcd: Robustness Weights

Description

Usage

Arguments

Value

See Also