Package: endogenous 1.0

Andrew J. Spieker

endogenous: Classical Simultaneous Equation Models

Likelihood-based approaches to estimate linear regression parameters and treatment effects in the presence of endogeneity. Specifically, this package includes James Heckman's classical simultaneous equation models-the sample selection model for outcome selection bias and hybrid model with structural shift for endogenous treatment. For more information, see the seminal paper of Heckman (1978) <doi:10.3386/w0177> in which the details of these models are provided. This package accommodates repeated measures on subjects with a working independence approach. The hybrid model further accommodates treatment effect modification.

Authors:Andrew J. Spieker [aut, cre]

endogenous_1.0.tar.gz
endogenous_1.0.tar.gz(r-4.5-noble)endogenous_1.0.tar.gz(r-4.4-noble)
endogenous_1.0.tgz(r-4.4-emscripten)endogenous_1.0.tgz(r-4.3-emscripten)
endogenous.pdf |endogenous.html✨
endogenous/json (API)

# Install 'endogenous' in R:
install.packages('endogenous', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 133 downloads 6 exports 1 dependencies

Last updated 8 years agofrom:bc4d32242a. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 14 2025
R-4.5-linuxOKMar 14 2025
R-4.4-linuxOKMar 14 2025

Exports:hybridprint.hybridprint.sampselectsampselectsummary.hybridsummary.sampselect

Dependencies:mvtnorm

Citation

To cite package ‘endogenous’ in publications use:

Spieker A (2016). endogenous: Classical Simultaneous Equation Models. R package version 1.0, https://CRAN.R-project.org/package=endogenous.

Corresponding BibTeX entry: 

  @Manual{,
    title = {endogenous: Classical Simultaneous Equation Models},
    author = {Andrew J. Spieker},
    year = {2016},
    note = {R package version 1.0},
    url = {https://CRAN.R-project.org/package=endogenous},
  }