REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables

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Fits linear models with endogenous regressor using latent instrumental variable approaches. The methods included in the package are Lewbel's (1997) higher moments approach as well as Lewbel's (2012) heteroskedasticity approach, Park and Gupta's (2012) joint estimation method that uses Gaussian copula and Kim and Frees's (2007) multilevel generalized method of moment approach that deals with endogeneity in a multilevel setting. These are statistical techniques to address the endogeneity problem where no external instrumental variables are needed.

Author
Raluca Gui, Markus Meierer, Rene Algesheimer
Date of publication
2016-11-16 10:49:31
Maintainer
Raluca Gui <raluca.gui@business.uzh.ch>
License
GPL-3
Version
1.1

View on CRAN

Man pages

boots
Bootstrapping Standard Errors
checkAssumptions
Checks Assumptions for Constructing Internal Instruments
coef-copulaREndo-method
coefficients for the copulaCorrection method
coef-heterogenREndo-method
methods for the heterogenIV function
coef-livREndo-method
latentIV methods
coef-mixedREndo-method
methods for the multilevelIV function
copulaCont1
Fitting Linear Models with One Enedogenous Regressor using...
copulaCorrection
Fitting Linear Models Endogeneous Regressors using Gaussian...
copulaDiscrete
Fitting Linear Models with Endogeneous Discrete Regressors...
copulaMethod2
Fitting Linear Models with Endogeneous Regressors using...
copulaPStar
Inverse-Normal Distribution of the Empirical Distribution...
copulaRendo-class
generics for copulaREndo-class
dataCopC1
Simulated Dataset
dataCopC2
Simulated Dataset
dataCopDis
Simulated Dataset
dataHigherMoments
Simulated Dataset
dataLatentIV
Simulated Dataset
heterogenIV
Fitting Linear Models with Endogenous Regressors using...
heterogenREndo-class
heterogenIV Object
higherMomentsIV
Fitting Linear Models with Endogenous Regressors using...
internalIV
Constructs Internal Instrumental Variables From Data
latentIV
Fitting Linear Models with one Endogenous Regressor using...
livREndo-class
latentIV Object
logL
Likelihood Estimation for latentIV
logLL
Log-likelihood
mixedREndo
mixedREndo S4 Object
multilevelGMM
Multilevel GMM estimation
multilevelIV
Multilevel GMM Estimation
summary-copulaREndo-method
summary for the copulaCorrection method
summary-heterogenREndo-method
methods for the heterogenIV function
summary-livREndo-method
latentIV methods
summary-mixedREndo-method
methods for the multilevelIV function
tScores
Test scores of 3054 test scores of 1174 students in 60...

Files in this package

REndo
REndo/NAMESPACE
REndo/data
REndo/data/dataCopDis.RData
REndo/data/dataCopC2.RData
REndo/data/tScores.RData
REndo/data/dataCopC1.RData
REndo/data/dataHigherMoments.RData
REndo/data/dataLatentIV.RData
REndo/R
REndo/R/cop_Cont2.R
REndo/R/multilevelIV.R
REndo/R/tScores.R
REndo/R/heterogenIV.R
REndo/R/cop_Discrete.R
REndo/R/latentIV_class.R
REndo/R/multilevelIV_class.R
REndo/R/methods_latentIV.R
REndo/R/method_heterogenIV.R
REndo/R/heterogenIV_class.R
REndo/R/methods_copulaCorrection.R
REndo/R/internalIV.R
REndo/R/cop_bootsSE.R
REndo/R/copulaCorrection.R
REndo/R/latetnIV_loglik.R
REndo/R/higherMomentsIV.R
REndo/R/cop_pStar.R
REndo/R/cop_logLik.R
REndo/R/cop_Cont1.R
REndo/R/f_multilevelGMM.R
REndo/R/copulaCorrection_class.R
REndo/R/latentIV.R
REndo/R/methods_multilevelIV.R
REndo/R/f_heterogenIV.R
REndo/R/checkAssumptions.R
REndo/README.md
REndo/MD5
REndo/DESCRIPTION
REndo/man
REndo/man/checkAssumptions.Rd
REndo/man/dataHigherMoments.Rd
REndo/man/logL.Rd
REndo/man/coef-mixedREndo-method.Rd
REndo/man/multilevelGMM.Rd
REndo/man/summary-mixedREndo-method.Rd
REndo/man/livREndo-class.Rd
REndo/man/internalIV.Rd
REndo/man/copulaMethod2.Rd
REndo/man/summary-heterogenREndo-method.Rd
REndo/man/coef-livREndo-method.Rd
REndo/man/summary-copulaREndo-method.Rd
REndo/man/dataLatentIV.Rd
REndo/man/copulaRendo-class.Rd
REndo/man/dataCopC2.Rd
REndo/man/logLL.Rd
REndo/man/latentIV.Rd
REndo/man/heterogenREndo-class.Rd
REndo/man/heterogenIV.Rd
REndo/man/summary-livREndo-method.Rd
REndo/man/multilevelIV.Rd
REndo/man/copulaDiscrete.Rd
REndo/man/dataCopC1.Rd
REndo/man/tScores.Rd
REndo/man/coef-copulaREndo-method.Rd
REndo/man/copulaPStar.Rd
REndo/man/copulaCont1.Rd
REndo/man/dataCopDis.Rd
REndo/man/coef-heterogenREndo-method.Rd
REndo/man/copulaCorrection.Rd
REndo/man/mixedREndo.Rd
REndo/man/boots.Rd
REndo/man/higherMomentsIV.Rd