endogenous: Classical Simultaneous Equation Models
Version 1.0

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) 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.

AuthorAndrew J. Spieker [aut, cre]
Date of publication2016-10-29 10:48:20
MaintainerAndrew J. Spieker <aspieker@upenn.edu>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("endogenous")

Popular man pages

hybrid: Hybrid model with structural shift (permits...
sampselect: Sample selection model (endogenous probit).
See all...

All man pages Function index File listing

Man pages

hybrid: Hybrid model with structural shift (permits...
sampselect: Sample selection model (endogenous probit).

Functions

hybrid Man page Source code
print.hybrid Man page Source code
print.sampselect Man page Source code
sampselect Man page Source code
summary.hybrid Man page Source code
summary.sampselect Man page Source code

Files

NAMESPACE
R
R/sampselect.R
R/hybrid.R
MD5
DESCRIPTION
man
man/hybrid.Rd
man/sampselect.Rd
endogenous documentation built on May 19, 2017, 11:07 a.m.

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