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.
Version: | 1.0.0 |
Depends: | R (≥ 2.10) |
Imports: | glm2, maxLik, miscTools, vctrs |
Published: | 2024-10-07 |
DOI: | 10.32614/CRAN.package.heckmanGE |
Author: | Bastos Fernando de Souza [aut, cre], Barbosa Rogério Jerônimo [aut], Prates Marcos Oliveira [aut] |
Maintainer: | Bastos Fernando de Souza <fernando.bastos at ufv.br> |
BugReports: | https://github.com/fsbmat-ufv/heckmanGE/issues |
License: | GPL-3 |
URL: | https://github.com/fsbmat-ufv/heckmanGE |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | heckmanGE results |
Reference manual: | heckmanGE.pdf |
Package source: | heckmanGE_1.0.0.tar.gz |
Windows binaries: | r-devel: heckmanGE_1.0.0.zip, r-release: heckmanGE_1.0.0.zip, r-oldrel: heckmanGE_1.0.0.zip |
macOS binaries: | r-release (arm64): heckmanGE_1.0.0.tgz, r-oldrel (arm64): heckmanGE_1.0.0.tgz, r-release (x86_64): heckmanGE_1.0.0.tgz, r-oldrel (x86_64): heckmanGE_1.0.0.tgz |
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