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:
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 = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 8 years agofrom:bc4d32242a. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 14 2024 |
| R-4.5-linux | OK | Dec 14 2024 |
Exports:hybridprint.hybridprint.sampselectsampselectsummary.hybridsummary.sampselect
Dependencies:mvtnorm
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Hybrid model with structural shift (permits covariate-specific treatment effects) | hybrid print.hybrid summary.hybrid |
| Sample selection model (endogenous probit). | print.sampselect sampselect summary.sampselect |