Package: epmrob 0.1
Mikhail Zhelonkin
epmrob: Robust Estimation of Probit Models with Endogeneity
Package provides a set of tools for robust estimation and inference for probit model with endogenous covariates. The current version contains a robust two-step estimator. For technical details, see Naghi, Varadi and Zhelonkin (2022), <doi:10.1016/j.ecosta.2022.05.001>.
Authors:
epmrob_0.1.tar.gz
epmrob_0.1.tar.gz(r-4.5-noble)epmrob_0.1.tar.gz(r-4.4-noble)
epmrob_0.1.tgz(r-4.4-emscripten)epmrob_0.1.tgz(r-4.3-emscripten)
epmrob.pdf |epmrob.html✨
epmrob/json (API)
| # Install 'epmrob' in R: |
| install.packages('epmrob', 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 2 years agofrom:cc64f1b46c. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 18 2024 |
| R-4.5-linux | OK | Dec 18 2024 |
Exports:epmrobepmrob.vcovIVProbitRobrob.controlxweights
Dependencies:DEoptimRMASSrobustbase
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Robust estimation of probit models with endogeneity | epmrob-package |
| Extract Coefficients from the Robust Endogenous Probit Model Fit | coef.epmrob |
| Robust Fit of Probit Model with Endogeneity | epmrob |
| Extract Asymptotic Variance Covariance Matrix | epmrob.vcov |
| Robust Probit Model with Endogeneity | IVProbitRob |
| Print a 'epmrob' object | print.epmrob |
| Print Function for 'summary.epmrob' | print.summary.epmrob |
| Auxiliary for Controlling Robust Fitting | rob.control |
| Summarizing Robust Fits of Endogenous Probit Models | summary.epmrob |
| Robustness Weights | xweights |