HeckmanEM: Fit Normal, Student-t or Contaminated Normal Heckman Selection Models

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.

Version: 0.2-1
Imports: mvtnorm (≥ 1.1-0), sampleSelection (≥ 1.2-6), MomTrunc (≥ 5.79), PerformanceAnalytics (≥ 2.0.4), ggplot2, methods
Published: 2024-04-07
Author: Marcos Prates ORCID iD [aut, cre, trl], Victor Lachos ORCID iD [aut], Dipak Dey [aut], Marcos Oliveira [aut, ctb], Christian Galarza [ctb], Katherine Loor [ctb], Alejandro Ordonez [ctb]
Maintainer: Marcos Prates <marcosop at est.ufmg.br>
License: GPL-2
NeedsCompilation: no
Citation: HeckmanEM citation info
Materials: ChangeLog
CRAN checks: HeckmanEM results

Documentation:

Reference manual: HeckmanEM.pdf

Downloads:

Package source: HeckmanEM_0.2-1.tar.gz
Windows binaries: r-devel: HeckmanEM_0.2-1.zip, r-release: HeckmanEM_0.2-1.zip, r-oldrel: HeckmanEM_0.2-1.zip
macOS binaries: r-release (arm64): HeckmanEM_0.2-1.tgz, r-oldrel (arm64): HeckmanEM_0.2-1.tgz, r-release (x86_64): HeckmanEM_0.2-1.tgz
Old sources: HeckmanEM archive

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