HeckmanEM: Fit Normal or Student-t Heckman Selection Models

Maximum likelihood estimation by an EM algorithm of Heckman-type sample selection Normal or Student-t models. The reference is Lachos, Prates and Dey (2020) <doi:10.1016/j.jmva.2021.104737>.

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Package details

AuthorMarcos Prates [aut, cre, trl], Victor Lachos [aut], Dipak Dey [aut]
MaintainerMarcos Prates <marcosop@est.ufmg.br>
LicenseGPL (>= 2.0)
Package repositoryView on CRAN
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HeckmanEM documentation built on Sept. 12, 2022, 5:05 p.m.