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heckmanGE  

Estimation and Inference for Heckman Selection Models with Cluster-Robust Variance
View on CRAN: Click here


Download and install heckmanGE package within the R console
Install from CRAN:
install.packages("heckmanGE")

Install from Github:
library("remotes")
install_github("cran/heckmanGE")

Install by package version:
library("remotes")
install_version("heckmanGE", "1.0.0")



Attach the package and use:
library("heckmanGE")
Maintained by
Bastos Fernando de Souza
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-10-07
Latest Update: 2024-10-07
Description:
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.
How to cite:
Bastos Fernando de Souza (2024). heckmanGE: Estimation and Inference for Heckman Selection Models with Cluster-Robust Variance. R package version 1.0.0, https://cran.r-project.org/web/packages/heckmanGE. Accessed 30 Jul. 2026.
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