heckmanGE: Estimation and Inference for Heckman Selection Models with
Cluster-Robust Variance
Tools for the estimation of Heckman selection models with robust
variance-covariance matrices. It includes functions for computing the bread
and meat matrices, as well as clustered standard errors for generalized Heckman
models, see Fernando de Souza Bastos and Wagner Barreto-Souza and Marc G. Genton
(2022, ISSN: <https://www.jstor.org/stable/27164235>). The package also offers
cluster-robust inference with sandwich estimators, and tools for handling issues
related to eigenvalues in covariance matrices.
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