HeckmanEM (Q54850): Difference between revisions
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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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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
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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.
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expanded from: GPL (≥ 2.0) (English)
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