HeckmanEM

Fit Normal, Student-t or Contaminated Normal Heckman Selection Models

CRAN Package

It performs maximum likelihood estimation for the Heckman selection model (Normal, Student-t or Contaminated normal) using an EM-algorithm doi:10.1016/j.jmva.2021.104737. It also performs influence diagnostic through global and local influence for four possible perturbation schema.


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  • Imports5 packages