HeckmanEM

MaRDI QIDQ54850swMATHCRANFDO

Authors Marcos Oliveira, Victor Lachos, Dipak Dey, Marcos Prates

Last update 11 June 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.1.3, 0.1.1, 0.1.2, 0.2-0

Official website https://cran.r-project.org/web/packages/HeckmanEM/index.html

Source code repository https://github.com/cran/HeckmanEM

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.

Cites work

• Heckman selection-t model: Parameter estimation via the EM-algorithm

Cited in

(6)

• Heckman selection-\(t\) model: parameter estimation via the EM-algorithm
• sampleSelection
• alr4
• tlmec
• lmec
• Bivariate symmetric Heckman models and their characterization

This page was built for software: HeckmanEM