dLambdadSM: Inverse Mills Ratio Derivative
In ssmrob: Robust Estimation and Inference in Sample Selection Models

Description Usage Arguments Details Value Author(s) References

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

1	dLambdadSM(x, beta)

`x`	vector of exogenous variables
`beta`	vector of parameters

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.

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

Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti

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 Aug. 20, 2021, 5:08 p.m.