REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables
Version 1.2

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. This version: - solves an error occurring when using the multilevelIV() function with two levels, random intercept. - returns the AIC and BIC for copulaCorrection() (method 1) and latentIV() methods. - residuals and fitted values can be saved by users for latentIV() and copulaCorrection() methods. - improves the summary methods for copulaCorrection() and multilevelIV() functions.

AuthorRaluca Gui, Markus Meierer, Rene Algesheimer
Date of publication2017-04-10 14:33:46 UTC
MaintainerRaluca Gui <raluca.gui@business.uzh.ch>
LicenseGPL-3
Version1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("REndo")

Popular man pages

coef-hetREndo-method: methods for the hetErrorsIV function
copulaMethod2: Fitting Linear Models with Endogeneous Regressors using...
dataLatentIV: Simulated Dataset
hetErrorsIV: Fitting Linear Models with Endogenous Regressors using...
logLL: Log-likelihood
multilevelIV: Multilevel GMM Estimation
summary-hetREndo-method: methods for the hetErrorsIV function
See all...

All man pages Function index File listing

Man pages

boots: Bootstrapping Standard Errors
checkAssumptions: Checks Assumptions for Constructing Internal Instruments
coef-copulaREndo-method: coefficients for the copulaCorrection method
coef-hetREndo-method: methods for the hetErrorsIV 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
hetErrorsIV: Fitting Linear Models with Endogenous Regressors using...
hetREndo-class: hetErrorsIV 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
mixedGMM: Multilevel GMM Estimation
mixedREndo: mixedREndo S4 Object
multilevelGMM: Multilevel GMM estimation
multilevelIV: Multilevel GMM Estimation
summary-copulaREndo-method: summary for the copulaCorrection method
summary-hetREndo-method: methods for the hetErrorsIV 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

Files

NAMESPACE
data
data/dataCopDis.RData
data/dataCopC2.RData
data/tScores.RData
data/dataCopC1.RData
data/dataHigherMoments.RData
data/dataLatentIV.RData
R
R/cop_Cont2.R
R/multilevelIV.R
R/tScores.R
R/cop_Discrete.R
R/latentIV_class.R
R/hetErrorsIV_class.R
R/multilevelIV_class.R
R/methods_latentIV.R
R/f_hetErrorsIV.R
R/hetErrorsIV.R
R/latentIV_loglik.R
R/methods_copulaCorrection.R
R/internalIV.R
R/cop_bootsSE.R
R/copulaCorrection.R
R/higherMomentsIV.R
R/cop_pStar.R
R/cop_logLik.R
R/cop_Cont1.R
R/f_multilevelGMM.R
R/methods_hetErrorsIV.R
R/copulaCorrection_class.R
R/latentIV.R
R/methods_multilevelIV.R
R/mixedGMM.R
R/checkAssumptions.R
MD5
DESCRIPTION
man
man/checkAssumptions.Rd
man/dataHigherMoments.Rd
man/logL.Rd
man/coef-mixedREndo-method.Rd
man/multilevelGMM.Rd
man/summary-mixedREndo-method.Rd
man/livREndo-class.Rd
man/internalIV.Rd
man/copulaMethod2.Rd
man/coef-livREndo-method.Rd
man/summary-copulaREndo-method.Rd
man/dataLatentIV.Rd
man/copulaRendo-class.Rd
man/dataCopC2.Rd
man/logLL.Rd
man/summary-hetREndo-method.Rd
man/latentIV.Rd
man/mixedGMM.Rd
man/coef-hetREndo-method.Rd
man/summary-livREndo-method.Rd
man/multilevelIV.Rd
man/copulaDiscrete.Rd
man/dataCopC1.Rd
man/tScores.Rd
man/coef-copulaREndo-method.Rd
man/copulaPStar.Rd
man/copulaCont1.Rd
man/dataCopDis.Rd
man/copulaCorrection.Rd
man/hetErrorsIV.Rd
man/mixedREndo.Rd
man/hetREndo-class.Rd
man/boots.Rd
man/higherMomentsIV.Rd
REndo documentation built on May 19, 2017, 12:38 p.m.

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