HeckmanEM (Q54850): Difference between revisions

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Revision as of 16:43, 21 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

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    0.1.3
    12 September 2022
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    0.1.1
    20 November 2020
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    0.1.2
    19 May 2021
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    0.2-0
    11 June 2023
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    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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