dLambdadSM: Inverse Mills Ratio Derivative

Description Usage Arguments Details Value Author(s) References

View source: R/dLambdadSM.R

Description

Computes a derivative of the inverse Mills ratio with respect to the parameter vector.

Usage

1

Arguments

x

vector of exogenous variables

beta

vector of parameters

Details

This function is necessary for computation of the asymptotic variance. In case of switching regressions the inverse Mills ratio term is different, and its derivative is computed in function dLambdadSM5. It can be also used to compute the influence function of the two-stage estimator.

Value

The gradient of the inverse Mills ratio is returned as a vector

Author(s)

Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti

References

Zhelonkin, M., Genton M.G., and Ronchetti, E. (2016) Robust Inference in Sample Selection Models. Journal of the Royal Statistical Society, Series B, 78, p. 805-827.


ssmrob documentation built on April 2, 2020, 5:07 p.m.