copulaDiscrete: Fitting Linear Models with Endogeneous Discrete Regressors...

Description Usage Arguments Value References

View source: R/cop_Discrete.R

Description

Fits linear models with discrete, endogeneous regressors using the approach described in Park and Gupta (2012).

Usage

1
copulaDiscrete(y, X, P, intercept = NULL)

Arguments

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.

Value

Returns an object of class "lm".

References

Park, S. and Gupta, S., (2012), 'Handling Endogeneous Regressors by Joint Estimation Using Copulas', Marketing Science, 31(4), 567-86.


Rgui/REndo_1.0 documentation built on May 10, 2017, 9:16 a.m.