heckmanGE: Estimation and Inference for Heckman Selection Models with Cluster-Robust Variance (original) (raw)
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 |
| 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 |
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