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.

Getting started

Package details

AuthorAndrew J. Spieker [aut, cre]
MaintainerAndrew J. Spieker <aspieker@upenn.edu>
Package repositoryView on CRAN
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endogenous documentation built on May 1, 2019, 10:24 p.m.