meatCL.heckmanGE: meatCL.heckmanGE Compute the Meat Matrix for a Heckman-Ge...

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

meatCL.heckmanGE Compute the Meat Matrix for a Heckman-Ge Model with Clustering

Description

This function calculates the meat matrix for a Heckman-Ge model, which is used in the context of clustered standard errors. The meat matrix represents the variability of the estimated parameters and is a crucial component for robust inference.

Usage

meatCL.heckmanGE(
  x,
  cluster = NULL,
  type = NULL,
  cadjust = TRUE,
  multi0 = FALSE,
  ...
)

Arguments

x	An object of class heckmanGE containing the results from a Heckman-Ge model fit.
cluster	A vector or a data frame specifying the cluster variable(s). If NULL, the default clustering variable is used.
type	The type of heteroscedasticity-consistent (HC) estimator to use. Options are "HC0", "HC1", "HC2", or "HC3". Defaults to "HC0".
cadjust	A logical value indicating whether to adjust for the number of clusters. Defaults to TRUE.
multi0	A logical value indicating whether to include a column of ones in the cluster variable matrix. Defaults to FALSE.
...	Additional arguments passed to other methods.

Value

A matrix representing the meat component of the robust covariance matrix estimator for the Heckman-Ge model.

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