x2weight.robCov

xMat

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

 Minimum volume ellipsoid 

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.robCov: Robustness Weights

Description

Usage

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See Also