Package: endogenous
Type: Package
Title: Classical Simultaneous Equation Models
Version: 1.0
Date: 2016-10-25
Maintainer: Andrew J. Spieker <aspieker@upenn.edu>
Authors@R: person(given = "Andrew J.", family = "Spieker", role = c("aut", "cre"), email = "aspieker@upenn.edu")
Description: 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.
Imports: mvtnorm
License: GPL-2
NeedsCompilation: no
Packaged: 2016-10-28 12:44:07 UTC; Andrew
Author: Andrew J. Spieker [aut, cre]
Repository: CRAN
Date/Publication: 2016-10-29 10:48:20
Built: R 4.6.0; ; 2026-04-25 10:54:48 UTC; unix
