R: Compute the inverse Mills ratio and its first two derivatives

mills {micsr}

R Documentation

Compute the inverse Mills ratio and its first two derivatives

The inverse Mills ratio is used in several econometric models, especially different flavours of tobit model.

mills(x, deriv = 0)

`x`	a numeric
`deriv`	one of 0 (the default, returns the inverse Mills ratio), 1 (the first derivative) and 2 (the second derivative)

a numeric.

[Package micsr version 0.1-1 Index]