heckitrob.control: Auxiliary for Controlling Robust Fitting

In ssmrob: Robust Estimation and Inference in Sample Selection Models

Description

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

Usage

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