sandwich.heckmanGE: sandwich.heckmanGE Sandwich Estimator for Generalized Heckman...

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

sandwich.heckmanGE Sandwich Estimator for Generalized Heckman Model

Description

Computes the sandwich estimator of the variance-covariance matrix for the heckmanGE model.

Usage

sandwich.heckmanGE(x, bread. = bread.heckmanGE, meat. = meat.heckmanGE, ...)

Arguments

x	An object of class heckmanGE representing a fitted Generalized Heckman model.
bread.	A function to compute the "bread" part of the sandwich estimator. Defaults to bread.heckmanGE.
meat.	A function to compute the "meat" part of the sandwich estimator. Defaults to meat.heckmanGE.
...	Additional arguments passed to meat..

Value

A variance-covariance matrix for the heckmanGE model, computed using the sandwich estimator.

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