HeckmanEM
Fit Normal, Student-t or Contaminated Normal Heckman Selection Models
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.
- Version0.2-1
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- HeckmanEM citation info
- Last release04/07/2024
Documentation
Team
Marcos Prates
Alejandro Ordonez
Show author detailsRolesContributorVictor Lachos
Dipak Dey
Show author detailsRolesAuthorMarcos Oliveira
Show author detailsRolesAuthor, ContributorChristian Galarza
Show author detailsRolesContributorKatherine Loor
Show author detailsRolesContributor
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- Imports5 packages