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.

AuthorMikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti
Date of publication2014-03-15 18:37:00
MaintainerMikhail Zhelonkin <Mikhail.Zhelonkin@gmail.com>
LicenseGPL-2
Version0.4

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

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