Description Usage Arguments Value References
Fits linear models with discrete, endogeneous regressors using the approach described in Park and Gupta (2012).
1 | copulaDiscrete(y, X, P, intercept = NULL)
|
y |
the vector containing the dependent variable. |
X |
the matrix containing the regressors, with the endogenous variables occupying the last columns. |
P |
the matrix containing the discrete endogeneous regressors. |
intercept |
by deault the model is estimated adding an intercept. If no intercept is required, intercept should be set to FALSE. |
Returns an object of class "lm".
Park, S. and Gupta, S., (2012), 'Handling Endogeneous Regressors by Joint Estimation Using Copulas', Marketing Science, 31(4), 567-86.
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