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
DOI:	10.32614/CRAN.package.HeckmanEM
Author:	Marcos Prates [aut, cre, trl], Victor Lachos [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, r-oldrel (x86_64): HeckmanEM_0.2-1.tgz
Old sources:	HeckmanEM archive

Linking:

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