HeckmanEM
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Software:54850
swMATH39150CRANHeckmanEMMaRDI QIDQ54850
Fit Normal or Student-t Heckman Selection Models
Marcos Oliveira, Victor Lachos, Dipak Dey, Marcos Prates
Last update: 11 June 2023
Software version identifier: 0.1.3, 0.1.1, 0.1.2, 0.2-0
Source code repository: https://github.com/cran/HeckmanEM
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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.
