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.

Version: 1.0
Imports: mvtnorm
Published: 2016-10-29
DOI: 10.32614/CRAN.package.endogenous
Author: Andrew J. Spieker [aut, cre]
Maintainer: Andrew J. Spieker <aspieker at upenn.edu>
License: GPL-2
NeedsCompilation: no
CRAN checks: endogenous results


Reference manual: endogenous.pdf


Package source: endogenous_1.0.tar.gz
Windows binaries: r-devel: endogenous_1.0.zip, r-release: endogenous_1.0.zip, r-oldrel: endogenous_1.0.zip
macOS binaries: r-release (arm64): endogenous_1.0.tgz, r-oldrel (arm64): endogenous_1.0.tgz, r-release (x86_64): endogenous_1.0.tgz, r-oldrel (x86_64): endogenous_1.0.tgz


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