Package: heckmanGE 1.0.0

Bastos Fernando de Souza

heckmanGE: Estimation and Inference for Heckman Selection Models with Cluster-Robust Variance

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.

Authors:Bastos Fernando de Souza [aut, cre], Barbosa Rogério Jerônimo [aut], Prates Marcos Oliveira [aut]

heckmanGE_1.0.0.tar.gz
heckmanGE_1.0.0.tar.gz(r-4.5-noble)heckmanGE_1.0.0.tar.gz(r-4.4-noble)
heckmanGE_1.0.0.tgz(r-4.4-emscripten)heckmanGE_1.0.0.tgz(r-4.3-emscripten)
heckmanGE.pdf |heckmanGE.html✨
heckmanGE/json (API)
NEWS

# Install 'heckmanGE' in R:
install.packages('heckmanGE', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/fsbmat-ufv/heckmange/issues

Datasets:
  • MEPS2001 - Medical Expenditure Panel Survey (MEPS) Data
  • pnadC_y2024q2 - PNAD Continua de 2024, 2 trimestre
  • simulation - Simulation dataset for the heckmanGE example

1.70 score 152 downloads 9 exports 13 dependencies

Last updated 2 months agofrom:82252538d0. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 07 2024
R-4.5-linuxOKDec 07 2024

Exports:bread.heckmanGEestfun.heckmanGEfitheckmanGEheckmanGEmeat.heckmanGEmeatCL.heckmanGEsandwich.heckmanGEstep2vcovCL.heckmanGE

Dependencies:clidigestgenericsglm2gluelatticelifecyclemaxLikmiscToolsrlangsandwichvctrszoo

Readme and manuals

Help Manual

Help pageTopics
bread.heckmanGEbread.heckmanGE
Extract Coefficients from a Generalized Heckman Modelcoef.heckmanGE
Compute Estimating Functions for Generalized Heckman Modelestfun.heckmanGE
fitheckmanGEfitheckmanGE
fitted.heckmanGE Extract Fitted Values of the Generalized Heckman Modelfitted.heckmanGE
heckmanGE: A Package for Fitting Sample Selection ModelsheckmanGE
meat.heckmanGE Compute Meat of the Covariance Matrix for the Generalized Heckman Modelmeat.heckmanGE
meatCL.heckmanGE Compute the Meat Matrix for a Heckman-Ge Model with ClusteringmeatCL.heckmanGE
Medical Expenditure Panel Survey (MEPS) DataMEPS2001
model.frame.heckmanGE Get the Model Frames of a Generalized Heckman Regressionmodel.frame.heckmanGE
model.matrix.heckmanGE Get the Design Matrices of a Generalized Heckman Regressionmodel.matrix.heckmanGE
PNAD Continua de 2024, 2 trimestrepnadC_y2024q2
predict.heckmanGE Predictions from the Generalized Heckman Modelpredict.heckmanGE
print.heckmanGE Print of Generalized Heckman Model Resultsprint.heckmanGE
residuals.heckmanGE Extract Residuals of the Generalized Heckman Modelresiduals.heckmanGE
sandwich.heckmanGE Sandwich Estimator for Generalized Heckman Modelsandwich.heckmanGE
Simulation dataset for the heckmanGE examplesimulation
step2: Two-Step Estimation Functionstep2
summary.heckmanGE Summary of Generalized Heckman Modelsummary.heckmanGE
vcov.heckmanGE Variance-Covariance Matrix of the Generalized Heckman Modelvcov.heckmanGE
Variance-Covariance with Cluster Correction for Heckman ModelsvcovCL.heckmanGE