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:Mikhail Zhelonkin [aut, cre], Andre Bik [aut], Andrea Naghi [aut]

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 = '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 163 downloads 5 exports 3 dependencies

Last updated 2 years agofrom:cc64f1b46c. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 18 2025
R-4.5-linuxOKMar 18 2025
R-4.4-linuxOKMar 18 2025

Exports:epmrobepmrob.vcovIVProbitRobrob.controlxweights

Dependencies:DEoptimRMASSrobustbase

Citation

To cite package ‘epmrob’ in publications use:

Zhelonkin M, Bik A, Naghi A (2023). epmrob: Robust Estimation of Probit Models with Endogeneity. R package version 0.1, https://CRAN.R-project.org/package=epmrob.

Corresponding BibTeX entry: 

  @Manual{,
    title = {epmrob: Robust Estimation of Probit Models with
      Endogeneity},
    author = {Mikhail Zhelonkin and Andre Bik and Andrea Naghi},
    year = {2023},
    note = {R package version 0.1},
    url = {https://CRAN.R-project.org/package=epmrob},
  }