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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.
Package details |
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Author | Marcos Prates [aut, cre, trl], Victor Lachos [aut], Dipak Dey [aut], Marcos Oliveira [aut, ctb], Christian Galarza [ctb], Katherine Loor [ctb] |
Maintainer | Marcos Prates <marcosop@est.ufmg.br> |
License | GPL (>= 2.0) |
Version | 0.2-0 |
Package repository | View on CRAN |
Installation |
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