HeckmanEM (Q54850)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Fit Normal, Student-t or Contaminated Normal Heckman Selection Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | HeckmanEM |
Fit Normal, Student-t or Contaminated Normal Heckman Selection Models |
Statements
Marcos Oliveira
0 references
Dipak Dey
0 references
2 June 2025
0 references
It performs maximum likelihood estimation for the Heckman selection model (Normal, Student-t or Contaminated normal) 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
Identifiers
15 October 2023
0 references
