HeckmanEM (Q54850)
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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
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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.
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expanded from: GPL (≥ 2.0) (English)
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