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

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.

AuthorRaluca Gui, Markus Meierer, Rene Algesheimer
Date of publication2016-11-16 10:49:31
MaintainerRaluca Gui <raluca.gui@business.uzh.ch>
LicenseGPL-3
Version1.1

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...

Functions

boots Man page
checkAssumptions Man page
coef,copulaREndo-method Man page
coef,heterogenREndo-method Man page
coef,livREndo-method Man page
coef,mixedREndo-method Man page
copulaCont1 Man page
copulaCorrection Man page
copulaDiscrete Man page
copulaMethod2 Man page
copulaPStar Man page
copulaREndo-class Man page
dataCopC1 Man page
dataCopC2 Man page
dataCopDis Man page
dataHigherMoments Man page
dataLatentIV Man page
heterogenIV Man page
heterogenREndo-class Man page
higherMomentsIV Man page
internalIV Man page
latentIV Man page
livREndo-class Man page
logL Man page
logLL Man page
mixedREndo-class Man page
multilevelGMM Man page
multilevelIV Man page
summary,copulaREndo-method Man page
summary,heterogenREndo-method Man page
summary,livREndo-method Man page
summary,mixedREndo-method Man page
tScores Man page

Files

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

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