Estimation and Inference for Heckman Selection Models with Cluster-Robust Variance
bread.heckmanGE
Extract Coefficients from a Generalized Heckman Model
Compute Estimating Functions for Generalized Heckman Model
fitheckmanGE
fitted.heckmanGE Extract Fitted Values of the Generalized Heckman Mode...
heckmanGE: A Package for Fitting Sample Selection Models
meat.heckmanGE Compute Meat of the Covariance Matrix for the Generaliz...
meatCL.heckmanGE Compute the Meat Matrix for a Heckman-Ge Model with C...
model.frame.heckmanGE Get the Model Frames of a Generalized Heckman Re...
model.matrix.heckmanGE Get the Design Matrices of a Generalized Heckma...
predict.heckmanGE Predictions from the Generalized Heckman Model
print.heckmanGE Print of Generalized Heckman Model Results
residuals.heckmanGE Extract Residuals of the Generalized Heckman Model
sandwich.heckmanGE Sandwich Estimator for Generalized Heckman Model
step2: Two-Step Estimation Function
summary.heckmanGE Summary of Generalized Heckman Model
vcov.heckmanGE Variance-Covariance Matrix of the Generalized Heckman M...
Variance-Covariance with Cluster Correction for Heckman Models
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.