ssmrob1.0 package

Robust Estimation and Inference in Sample Selection Models

coef.etregrob

Extract Coefficients from Robust Endogenous Treatment Model Fit

coef.heckit5rob

Extract Coefficients from Robust Sample Selection Model Fit

coef.heckitrob

Extract Coefficients from Robust Sample Selection Model Fit

dLambdadSM

Inverse Mills Ratio Derivative

dLambdadSM5

Inverse Mills Ratio Derivative

etreg2steprobVcov

Variance Covariance Matrix

etregrob

Robust Fit of Endogenous Treatment Model

fitted.etregrob

Fitted values of endogenous treatment model

fitted.heckit5rob

Fitted values of robust sample selection model

fitted.heckitrob

Fitted values of robust sample selection model

heck2steprobVcov

Variance Covariance Matrix

heck5twosteprobVcov

Variance Covariance Matrix

heckit5rob

Robust Heckit Fit: Switching Regressions

heckitrob.control

Auxiliary for Controlling Robust Fitting

heckitrob

Robust Heckit Fit

MmatrM

M Matrix

model.matrix.etregrob

Design Matrix of Endogenous Treatment Model

model.matrix.heckit5rob

Design Matrix of Switching Regression Model

model.matrix.heckitrob

Design Matrix of Sample Selection Model

nobs.heckitrob

Number of Observations

print.etregrob

Print a etregrob Object

print.heckit5rob

Print a heckit5rob Object

print.heckitrob

Print a heckitrob Object

print.summary.etregrob

Print Function for summary.etregrob

print.summary.heckit5rob

Print Function for summary.heckit5rob

print.summary.heckitrob

Print Function for summary.heckitrob

PsiMest

Score Function of the Mallows M-Estimator

residuals.etregrob

Residuals of Robust Endogenous Treatment Model Fit

residuals.heckit5rob

Residuals of Robust Sample Selection Model Fit

residuals.heckitrob

Residuals of Robust Sample Selection Model Fit

ssmrob-package

Robust Estimation and Inference in Sample Selection Models

ssmrob

Robust Sample Selection Model

summary.etregrob

Summarizing Robust Fits of Endogenous Treatment Models

summary.heckit5rob

Summarizing Robust Fits of Sample Selection Models

summary.heckitrob

Summarizing Robust Fits of Sample Selection Models

vcov.etregrob

Extract Asymptotic Variance Covariance Matrix

vcov.heckit5rob

Extract Asymptotic Variance Covariance Matrix

vcov.heckitrob

Extract Asymptotic Variance Covariance Matrix

x2weight.covMcd

Robustness Weights

x2weight.robCov

Robustness Weights

Package provides a set of tools for robust estimation and inference for models with sample selectivity and endogenous treatment model. For details, see Zhelonkin and Ronchetti (2021) <doi:10.18637/jss.v099.i04>.

  • Maintainer: Mikhail Zhelonkin
  • License: GPL-2
  • Last published: 2021-08-20