epmrob: Robust Estimation of Probit Models with Endogeneity

Package provides a set of tools for robust estimation and inference for probit model with endogenous covariates. The current version contains a robust two-step estimator. For technical details, see Naghi, Varadi and Zhelonkin (2022), <doi:10.1016/j.ecosta.2022.05.001>.

Package details

AuthorMikhail Zhelonkin [aut, cre] (<https://orcid.org/0000-0002-6912-4074>), Andre Bik [aut], Andrea Naghi [aut]
MaintainerMikhail Zhelonkin <Mikhail.Zhelonkin@gmail.com>
LicenseGPL-2
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("epmrob")

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epmrob documentation built on July 9, 2023, 6:19 p.m.