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 <firstname.lastname@example.org>|
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
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...