heckmanGE: Estimation and Inference for Heckman Selection Models with Cluster-Robust Variance

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.

Getting started

Package details

AuthorBastos Fernando de Souza [aut, cre] (<https://orcid.org/0000-0003-1503-4599>), Barbosa Rogério Jerônimo [aut] (<https://orcid.org/0000-0002-6796-4547>), Prates Marcos Oliveira [aut] (<https://orcid.org/0000-0001-8077-4898>)
MaintainerBastos Fernando de Souza <fernando.bastos@ufv.br>
LicenseGPL-3
Version1.0.0
URL https://github.com/fsbmat-ufv/heckmanGE
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("heckmanGE")

Try the heckmanGE package in your browser

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

heckmanGE documentation built on Oct. 7, 2024, 5:09 p.m.