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

Functions

coef.heckit5rob Man page
coef.heckitrob Man page
dLambdadSM Man page
dLambdadSM5 Man page
fitted.heckit5rob Man page
fitted.heckitrob Man page
heck2steprobVcov Man page
heck5twosteprobVcov Man page
heckit5rob Man page
heckitrob Man page
heckitrob.control Man page
MEPS2001 Man page
MmatrM Man page
MROZ.RAW Man page
print.heckit5rob Man page
print.heckitrob Man page
print.summary.heckit5rob Man page
print.summary.heckitrob Man page
PsiMest Man page
residuals.heckit5rob Man page
residuals.heckitrob Man page
ssmrob Man page
ssmrob Man page
ssmrob-package Man page
summary.heckit5rob Man page
summary.heckitrob Man page
vcov.heckit5rob Man page
vcov.heckitrob Man page
x2weight.covMcd Man page
x2weight.robCov Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.