endogenous: Classical Simultaneous Equation Models
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 |
| Author: |
Andrew J. Spieker [aut, cre] |
| Maintainer: |
Andrew J. Spieker <aspieker at upenn.edu> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
endogenous results |
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