Fit Normal or Student-t Heckman Selection Models

Maximum likelihood estimation by an EM algorithm of Heckman-type sample selection Normal or Student-t models. The reference is Lachos, Prates and Dey (2020) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("HeckmanEM")

0.1.1 by Marcos Prates, 7 days ago


Browse source code at https://github.com/cran/HeckmanEM


Authors: Marcos Prates [aut, cre, trl] , Victor Lachos [aut] , Dipak Dey [aut]


Documentation:   PDF Manual  


GPL (>= 2.0) license


Imports mvtnorm, sampleSelection, MomTrunc, PerformanceAnalytics


See at CRAN