Likelihood-based approaches to estimate linear regression parameters and treatment effects in the presence of endogeneity. Specifically, this package includes James Heckman's classical simultaneous equation models-the sample selection model for outcome selection bias and hybrid model with structural shift for endogenous treatment. For more information, see the seminal paper of Heckman (1978) in which the details of these models are provided. This package accommodates repeated measures on subjects with a working independence approach. The hybrid model further accommodates treatment effect modification.

Documentation

Manual: endogenous.pdf
Vignette: None available.

Maintainer: Andrew J. Spieker <aspieker at upenn.edu>

Author(s): Andrew J. Spieker*

Install package and any missing dependencies by running this line in your R console:

install.packages("endogenous")

Depends
Imports mvtnorm
Suggests
Enhances
Linking to
Reverse
depends
Reverse
imports
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package endogenous
Materials
URL
Task Views
Version 1.0
Published 2016-10-29
License GPL-2
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks endogenous check results
Package source endogenous_1.0.tar.gz