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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