heckmanGE

Tools for the estimation of Heckman selection models with robust variance-covariance matrices. It includes functions for computing the bread and meat matrices, as well as clustered standard errors for generalized Heckman models, see Fernando de Souza Bastos and Wagner Barreto-Souza and Marc G. Genton (2022, ISSN: https://www.jstor.org/stable/27164235). The package also offers cluster-robust inference with sandwich estimators, and tools for handling issues related to eigenvalues in covariance matrices.

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