endogenous: Classical Simultaneous Equation Models

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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.

Author
Andrew J. Spieker [aut, cre]
Date of publication
2016-10-29 10:48:20
Maintainer
Andrew J. Spieker <aspieker@upenn.edu>
License
GPL-2
Version
1.0

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Man pages

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

Files in this package

endogenous
endogenous/NAMESPACE
endogenous/R
endogenous/R/sampselect.R
endogenous/R/hybrid.R
endogenous/MD5
endogenous/DESCRIPTION
endogenous/man
endogenous/man/hybrid.Rd
endogenous/man/sampselect.Rd