heckitrob.control: Auxiliary for Controlling Robust Fitting

Description Usage Arguments Value Author(s)

View source: R/heckitrob.control.R

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

vector of robustness weights controlling for the leverage effect in the selection equation

weights.x2

vector of 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


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