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.
- Andrew J. Spieker [aut, cre]
- Date of publication
- 2016-10-29 10:48:20
- Andrew J. Spieker <firstname.lastname@example.org>
- Hybrid model with structural shift (permits...
- Sample selection model (endogenous probit).
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