Some EM-Type Estimation Methods for the Heckman Selection Model

Some EM-type algorithms to estimate parameters for the well-known Heckman selection model are provided in the package. Such algorithms are as follow: ECM(Expectation/Conditional Maximization), ECM(NR)(the Newton-Raphson method is adapted to the ECM) and ECME(Expectation/Conditional Maximization Either). Since the algorithms are based on the EM algorithm, they also have EM’s main advantages, namely, stability and ease of implementation. Further details and explanations of the algorithms can be found in Zhao et al. (2020) .


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1.1.0 by Sang Kyu Lee, 7 months ago

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Authors: Kexuan Yang <[email protected]> , Sang Kyu Lee <[email protected]> , Jun Zhao <[email protected]> , and Hyoung-Moon Kim <[email protected] >

Documentation:   PDF Manual  

GPL-2 license

Imports sampleSelection, mvtnorm

Suggests testthat

See at CRAN