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 |
| DOI: | 10.32614/CRAN.package.HeckmanEM |
| 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:
| Reference manual: | HeckmanEM.pdf |
Downloads:
| Package source: | HeckmanEM_0.2-1.tar.gz |
| Windows binaries: | r-devel: HeckmanEM_0.2-1.zip, r-release: HeckmanEM_0.2-1.zip, r-oldrel: HeckmanEM_0.2-1.zip |
| macOS binaries: | r-release (arm64): HeckmanEM_0.2-1.tgz, r-oldrel (arm64): HeckmanEM_0.2-1.tgz, r-release (x86_64): HeckmanEM_0.2-1.tgz, r-oldrel (x86_64): HeckmanEM_0.2-1.tgz |
| Old sources: | HeckmanEM archive |
Linking:
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