R/dLambdadSM5.R

In ssmrob: Robust Estimation and Inference in Sample Selection Models

Defines functions dLambdadSM5

Documented in dLambdadSM5

dLambdadSM5 <-
function(x, beta)  # for variance estimation  
{
  (-(1-pnorm(t(x)%*%beta))*dnorm(t(x)%*%beta)*(t(x)%*%beta)+
    dnorm(t(x)%*%beta)^2)/(1-pnorm(t(x)%*%beta))/(1-pnorm(t(x)%*%beta))
}

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