HeckmanEM.criteria {HeckmanEM} | R Documentation |
Model selection criteria for the Heckman Selection model
Description
'HeckmanEM.criteria()' calculates the AIC, AICc, BIC selection criteria for the fitted Heckman selection model.
Usage
HeckmanEM.criteria(obj)
Arguments
obj |
An object of the class HeckmanEM. |
Value
The calculated AIC, AICc, and BIC for the parameters of the fitted model.
Examples
n <- 100
family <- "T"
nu <- 4
rho <- .6
cens <- .25
set.seed(20200527)
w <- cbind(1,runif(n,-1,1),rnorm(n))
x <- cbind(w[,1:2])
c <- qt(cens, df=nu)
sigma2 <- 1
beta <- c(1,0.5)
gamma <- c(1,0.3,-.5)
gamma[1] <- -c*sqrt(sigma2)
set.seed(1)
datas <- rHeckman(x,w,beta,gamma,sigma2,rho,nu,family=family)
y <- datas$y
cc <- datas$cc
res <- HeckmanEM(y, x, w, cc, nu = 4, family = "Normal", error = 1e-05, iter.max = 500,
im = TRUE, criteria = FALSE)
cr <- HeckmanEM.criteria(res)
[Package HeckmanEM version 0.2-1 Index]