ssmrob: Robust estimation and inference in sample selection models

Package provides a set of tools for robust estimation and inference for models with sample selectivity.

Author
Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti
Date of publication
2014-03-15 18:37:00
Maintainer
Mikhail Zhelonkin <Mikhail.Zhelonkin@gmail.com>
License
GPL-2
Version
0.4

View on CRAN

Man pages

coef.heckit5rob
Extract Coefficients from Robust Sample Selection Model
coef.heckitrob
Extract Coefficients from Robust Sample Selection Model
dLambdadSM
Inverse Mills Ratio Derivative
dLambdadSM5
Inverse Mills Ratio Derivative
fitted.heckit5rob
Fitted Values of Robust Sample Selection Model
fitted.heckitrob
Fitted Values of Robust Sample Selection Model
heck2steprobVcov
Variance Covariance Matrix
heck5twosteprobVcov
Variance Covariance Matrix
heckit5rob
Robust Heckit Fit: Switching Regressions
heckitrob
Robust Heckit Fit
heckitrob.control
Auxiliary for Controlling Robust Fitting
MEPS2001
Ambulatory Expenditures Data
MmatrM
M Matrix
MROZ.RAW
Wage Offer Data
print.heckit5rob
Print an heckit5rob object
print.heckitrob
Print a heckitrob object
print.summary.heckit5rob
Print function for summary.heckit5rob
print.summary.heckitrob
Print function for summary.heckitrob
PsiMest
Score Function of the Mallows M-Estimator
residuals.heckit5rob
Residuals of Robust Sample Selection Model
residuals.heckitrob
Residuals of Robust Sample Selection Model
ssmrob
Robust Sample Selection Model
ssmrob-package
Robust Estimation and Inference in Sample Selection Models
summary.heckit5rob
Summarizing Robust Fits of Sample Selection Models
summary.heckitrob
Summarizing Robust Fits of Sample Selection Models
vcov.heckit5rob
Extract Asymptotic Variance Covariance Matrix
vcov.heckitrob
Extract Asymptotic Variance Covariance Matrix
x2weight.covMcd
Robustness weights computation
x2weight.robCov
Robustness weights computation

Files in this package

ssmrob
ssmrob/NAMESPACE
ssmrob/data
ssmrob/data/MEPS2001.rda
ssmrob/data/MROZ.RAW.rda
ssmrob/R
ssmrob/R/x2weight.covMcd.R
ssmrob/R/MmatrM.R
ssmrob/R/dLambdadSM5.R
ssmrob/R/ssmrob.R
ssmrob/R/residuals.heckitrob.R
ssmrob/R/heckit5rob.R
ssmrob/R/coef.heckitrob.R
ssmrob/R/vcov.heckit5rob.R
ssmrob/R/dLambdadSM.R
ssmrob/R/heck5twosteprobVcov.R
ssmrob/R/heckitrob.R
ssmrob/R/fitted.heckitrob.R
ssmrob/R/coef.heckit5rob.R
ssmrob/R/print.summary.heckitrob.R
ssmrob/R/x2weight.robCov.R
ssmrob/R/summary.heckitrob.R
ssmrob/R/heck2steprobVcov.R
ssmrob/R/residuals.heckit5rob.R
ssmrob/R/fitted.heckit5rob.R
ssmrob/R/summary.heckit5rob.R
ssmrob/R/PsiMest.R
ssmrob/R/print.summary.heckit5rob.R
ssmrob/R/vcov.heckitrob.R
ssmrob/R/print.heckitrob.R
ssmrob/R/print.heckit5rob.R
ssmrob/R/heckitrob.control.R
ssmrob/MD5
ssmrob/DESCRIPTION
ssmrob/man
ssmrob/man/coef.heckitrob.Rd
ssmrob/man/vcov.heckitrob.Rd
ssmrob/man/ssmrob-package.Rd
ssmrob/man/print.heckit5rob.Rd
ssmrob/man/MmatrM.Rd
ssmrob/man/print.heckitrob.Rd
ssmrob/man/ssmrob.Rd
ssmrob/man/heckit5rob.Rd
ssmrob/man/heck2steprobVcov.Rd
ssmrob/man/dLambdadSM.Rd
ssmrob/man/MEPS2001.Rd
ssmrob/man/heckitrob.Rd
ssmrob/man/fitted.heckit5rob.Rd
ssmrob/man/x2weight.robCov.Rd
ssmrob/man/fitted.heckitrob.Rd
ssmrob/man/x2weight.covMcd.Rd
ssmrob/man/summary.heckit5rob.Rd
ssmrob/man/summary.heckitrob.Rd
ssmrob/man/heck5twosteprobVcov.Rd
ssmrob/man/heckitrob.control.Rd
ssmrob/man/residuals.heckit5rob.Rd
ssmrob/man/PsiMest.Rd
ssmrob/man/residuals.heckitrob.Rd
ssmrob/man/dLambdadSM5.Rd
ssmrob/man/print.summary.heckitrob.Rd
ssmrob/man/coef.heckit5rob.Rd
ssmrob/man/print.summary.heckit5rob.Rd
ssmrob/man/vcov.heckit5rob.Rd
ssmrob/man/MROZ.RAW.Rd