HeckmanEM (Q54850)
From MaRDI portal
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