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epmrob: Robust Estimation of Probit Models with Endogeneity

Package provides a set of tools for robust estimation and inference for probit model with endogenous covariates. The current version contains a robust two-step estimator. For technical details, see Naghi, Varadi and Zhelonkin (2022), <doi:10.1016/j.ecosta.2022.05.001>.

Version: 0.1
Imports: robustbase, MASS
Suggests: mvtnorm
Published: 2023-06-16
DOI: 10.32614/CRAN.package.epmrob
Author: Mikhail Zhelonkin ORCID iD [aut, cre], Andre Bik [aut], Andrea Naghi [aut]
Maintainer: Mikhail Zhelonkin <Mikhail.Zhelonkin at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: epmrob results

Documentation:

Reference manual: epmrob.pdf

Downloads:

Package source: epmrob_0.1.tar.gz
Windows binaries: r-devel: epmrob_0.1.zip, r-release: epmrob_0.1.zip, r-oldrel: epmrob_0.1.zip
macOS binaries: r-release (arm64): epmrob_0.1.tgz, r-oldrel (arm64): epmrob_0.1.tgz, r-release (x86_64): epmrob_0.1.tgz, r-oldrel (x86_64): epmrob_0.1.tgz

Linking:

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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.