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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.
Getting started
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Package details |
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| Author | Marcos Prates [aut, cre, trl] (<https://orcid.org/0000-0001-8077-4898>), Victor Lachos [aut] (<https://orcid.org/0000-0002-7239-2459>), Dipak Dey [aut], Marcos Oliveira [aut, ctb], Christian Galarza [ctb], Katherine Loor [ctb], Alejandro Ordonez [ctb] |
| Maintainer | Marcos Prates <marcosop@est.ufmg.br> |
| License | GPL-2 |
| Version | 0.2-1 |
| Package repository | View on CRAN |
| Installation |
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