Auxiliary for Controlling Robust Fitting

Description

Auxiliary function used for fitting the sample selection models. Contains control sequences, tuning constants and robustness weight functions.

Usage

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heckitrob.control(acc = 1e-04, test.acc = "coef", maxit = 50, maxitO = 50, 
                               weights.x1 = c("none", "hat", "robCov", "covMcd"), 
                               weights.x2 = c("none", "hat", "robCov", "covMcd"),
                               tcc = 1.345, t.c = 1.345)

Arguments

acc

positive convergence level

test.acc

Only "coef" is currently implemented

maxit

integer giving the maximum number of iterations: selection equation

maxitO

integer giving the maximum number of iterations: outcome equation

weights.x1

robustness weights controlling for the leverage effect in the selection equation

weights.x2

robustness weights controlling for the leverage effect in the outcome equation

tcc

tuning constant c for Huber's psi-function for the selection stage

t.c

tuning constant c for Huber's psi-function for the outcome stage

Value

A list with the arguments as components.

Author(s)

Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti

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