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) .


Reference manual

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0.1.1 by Marcos Prates, 7 days ago

Browse source code at

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