copulaMethod2: Fitting Linear Models with Endogeneous Regressors using...
In Rgui/REndo_1.0: Fitting Linear Models with Endogenous Regressors when No External Instruments Are Available
Description
Usage
Arguments
Value
Description
It fits linear models with several endogeneous regressors using Gaussian Copula proposed by Park and Gupta (2012).
Usage
1
copulaMethod2(y, X, P, intercept = NULL)
Arguments
y
a vector or matrix containing the dependent variable.
X
a data frame or matrix containing the regressors of the model, both exogeneous and endogeneous. The last column/s should contain the endogeneous variable/s.
P
a matrix containing the endogeneous variables. They should be continuous and non-normally distributed.
Value
Returns an object of class "lm".
Rgui/REndo_1.0 documentation built on May 9, 2019, 10:03 a.m.
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Description Usage Arguments Value
Description
It fits linear models with several endogeneous regressors using Gaussian Copula proposed by Park and Gupta (2012).
Usage
1 | copulaMethod2(y, X, P, intercept = NULL)
|
Arguments
y |
a vector or matrix containing the dependent variable. |
X |
a data frame or matrix containing the regressors of the model, both exogeneous and endogeneous. The last column/s should contain the endogeneous variable/s. |
P |
a matrix containing the endogeneous variables. They should be continuous and non-normally distributed. |
Value
Returns an object of class "lm".
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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