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HeckmanEM: Fit Normal, Student-t or Contaminated Normal Heckman Selection
Models
It performs maximum likelihood estimation for the Heckman selection model (Normal, Student-t or Contaminated normal) using an EM-algorithm <doi:10.1016/j.jmva.2021.104737>. It also performs influence diagnostic through global and local influence for four possible perturbation schema.
| Version: |
0.2-1 |
| Imports: |
mvtnorm (≥ 1.1-0), sampleSelection (≥ 1.2-6), MomTrunc (≥
5.79), PerformanceAnalytics (≥ 2.0.4), ggplot2, methods |
| Published: |
2024-04-07 |
| Author: |
Marcos Prates 
[aut, cre, trl],
Victor Lachos
[aut],
Dipak Dey [aut],
Marcos Oliveira [aut, ctb],
Christian Galarza [ctb],
Katherine Loor [ctb],
Alejandro Ordonez [ctb] |
| Maintainer: |
Marcos Prates <marcosop at est.ufmg.br> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| Citation: |
HeckmanEM citation info |
| Materials: |
ChangeLog |
| CRAN checks: |
HeckmanEM results |
Documentation:
Downloads:
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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