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micsr: Microeconometrics with R

Functions, data sets and examples for the book: Yves Croissant (2024) "Microeconometrics with R", Chapman and Hall/CRC The R Series. The package includes a set of estimators for models used in microeconometrics, especially for count data and limited dependent variables. Test functions include score test, Hausman test, Vuong test, Sargan test and conditional moment test. A small subset of the data set used in the book is also included.

Version: 0.1-1
Depends: R (≥ 4.0.0)
Imports: Formula, Rdpack, sandwich, generics, tibble, ggplot2, rlang, dplyr, tidyr, purrr, knitr, magrittr, tidyselect
Suggests: rmarkdown, modelsummary, bookdown, AER, censReg, sampleSelection, mlogit, MASS, lmtest
Published: 2024-02-17
DOI: 10.32614/CRAN.package.micsr
Author: Yves Croissant ORCID iD [aut, cre]
Maintainer: Yves Croissant <yves.croissant at univ-reunion.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.r-project.org
NeedsCompilation: yes
Materials: README
CRAN checks: micsr results

Documentation:

Reference manual: micsr.pdf
Vignettes: Estimating the Tobit-1 model with the charitable data set
Endogenous switching or sample selection models for count data
Exponentional conditional mean models with endogeneity
Implementation of Shi's non-degeranate Vuong test

Downloads:

Package source: micsr_0.1-1.tar.gz
Windows binaries: r-devel: micsr_0.1-1.zip, r-release: micsr_0.1-1.zip, r-oldrel: micsr_0.1-1.zip
macOS binaries: r-release (arm64): micsr_0.1-1.tgz, r-oldrel (arm64): micsr_0.1-1.tgz, r-release (x86_64): micsr_0.1-1.tgz, r-oldrel (x86_64): micsr_0.1-1.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.