HeckmanEM (Q54850): Difference between revisions
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| Property / last update: 12 September 2022 / rank | |||||||||||||||
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0.1.1 | |||||||||||||||
| Property / software version identifier: 0.1.1 / rank | |||||||||||||||
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publication date: 20 November 2020
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0.1.2 | |||||||||||||||
| Property / software version identifier: 0.1.2 / rank | |||||||||||||||
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| Property / software version identifier: 0.1.2 / qualifier | |||||||||||||||
publication date: 19 May 2021
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0.2-0 | |||||||||||||||
| Property / software version identifier: 0.2-0 / rank | |||||||||||||||
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| Property / software version identifier: 0.2-0 / qualifier | |||||||||||||||
publication date: 11 June 2023
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11 June 2023
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| Property / last update: 11 June 2023 / rank | |||||||||||||||
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It performs maximum likelihood estimation for the Heckman selection model (Normal or Student-t) 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. | |||||||||||||||
| Property / description: It performs maximum likelihood estimation for the Heckman selection model (Normal or Student-t) 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. / rank | |||||||||||||||
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| Property / author: Marcos Prates / rank | |||||||||||||||
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| Property / author: Victor Lachos / rank | |||||||||||||||
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| Property / author: Dipak Dey / rank | |||||||||||||||
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| Property / author: Marcos Oliveira / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2.0) (English) | |||||||||||||||
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| Property / imports: mvtnorm / rank | |||||||||||||||
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software version identifier: ≥ 1.1-0 | |||||||||||||||
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| Property / imports: sampleSelection / rank | |||||||||||||||
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| Property / imports: sampleSelection / qualifier | |||||||||||||||
software version identifier: ≥ 1.2-6 | |||||||||||||||
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| Property / imports: MomTrunc / rank | |||||||||||||||
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software version identifier: ≥ 5.79 | |||||||||||||||
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| Property / imports: PerformanceAnalytics / rank | |||||||||||||||
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software version identifier: ≥ 2.0.4 | |||||||||||||||
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| Property / imports: ggplot2 / rank | |||||||||||||||
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| Property / imports: methods / rank | |||||||||||||||
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| Property / cites work: Heckman selection-t model: Parameter estimation via the EM-algorithm / rank | |||||||||||||||
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| Property / source code repository: https://github.com/cran/HeckmanEM / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:9d21342f10bba5d19133c2e7205e12832b41b664 / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:9d21342f10bba5d19133c2e7205e12832b41b664 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:9d21342f10bba5d19133c2e7205e12832b41b664 / qualifier | |||||||||||||||
point in time: 15 October 2023
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| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 05:45, 22 March 2024
Fit Normal or Student-t Heckman Selection Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HeckmanEM |
Fit Normal or Student-t Heckman Selection Models |
Statements
11 June 2023
0 references
It performs maximum likelihood estimation for the Heckman selection model (Normal or Student-t) 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.
0 references
expanded from: GPL (≥ 2.0) (English)
0 references
