HeckmanEM: Fit Normal or Student-t Heckman Selection Models

It performs maximum likelihood estimation for the Heckman selection model (Normal or Student-t) 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.

Getting started

Package details

AuthorMarcos Prates [aut, cre, trl], Victor Lachos [aut], Dipak Dey [aut], Marcos Oliveira [aut, ctb], Christian Galarza [ctb], Katherine Loor [ctb]
MaintainerMarcos Prates <marcosop@est.ufmg.br>
LicenseGPL (>= 2.0)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the HeckmanEM package in your browser

Any scripts or data that you put into this service are public.

HeckmanEM documentation built on July 9, 2023, 6:35 p.m.