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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) <doi:10.3386/w0177> 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.
| Version: | 1.0 |
| Imports: | mvtnorm |
| Published: | 2016-10-29 |
| DOI: | 10.32614/CRAN.package.endogenous |
| Author: | Andrew J. Spieker [aut, cre] |
| Maintainer: | Andrew J. Spieker <aspieker at upenn.edu> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | endogenous results |
| Reference manual: | endogenous.pdf |
| Package source: | endogenous_1.0.tar.gz |
| Windows binaries: | r-devel: endogenous_1.0.zip, r-release: endogenous_1.0.zip, r-oldrel: endogenous_1.0.zip |
| macOS binaries: | r-release (arm64): endogenous_1.0.tgz, r-oldrel (arm64): endogenous_1.0.tgz, r-release (x86_64): endogenous_1.0.tgz, r-oldrel (x86_64): endogenous_1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.