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REndo  

Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables
View on CRAN: Click here


Download and install REndo package within the R console
Install from CRAN:
install.packages("REndo")

Install from Github:
library("remotes")
install_github("cran/REndo")

Install by package version:
library("remotes")
install_version("REndo", "2.4.9")



Attach the package and use:
library("REndo")
Maintained by
Raluca Gui
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-12-09
Latest Update: 2023-09-05
Description:
Fits linear models with endogenous regressor using latent instrumental variable approaches. The methods included in the package are Lewbel's (1997) <doi:10.2307/2171884> higher moments approach as well as Lewbel's (2012) <doi:10.1080/07350015.2012.643126> heteroscedasticity approach, Park and Gupta's (2012) <doi:10.1287/mksc.1120.0718> joint estimation method that uses Gaussian copula and Kim and Frees's (2007) <doi:10.1007/s11336-007-9008-1> multilevel generalized method of moment approach that deals with endogeneity in a multilevel setting. These are statistical techniques to address the endogeneity problem where no external instrumental variables are needed. See the publication related to this package in the Journal of Statistical Software for more details: <doi:10.18637/jss.v107.i03>. Note that with version 2.0.0 sweeping changes were introduced which greatly improve functionality and usability but break backwards compatibility.
How to cite:
Raluca Gui (2015). REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables. R package version 2.4.9, https://cran.r-project.org/web/packages/REndo
Previous versions and publish date:
1.0 (2015-12-09 00:21), 1.1 (2016-11-16 10:49), 1.2 (2017-04-10 16:33), 1.3 (2017-11-08 17:59), 2.0.0 (2018-11-10 15:50), 2.1.0 (2019-01-16 15:50), 2.2.0 (2019-04-14 00:43), 2.2.1 (2019-06-05 16:20), 2.3.0 (2019-08-05 18:00), 2.3.1 (2020-02-17 16:50), 2.4.0 (2020-05-24 17:10), 2.4.1 (2020-10-15 01:40), 2.4.2 (2021-02-10 11:30), 2.4.3 (2021-09-03 23:20), 2.4.5 (2022-05-18 15:40), 2.4.6 (2022-08-23 14:30), 2.4.7 (2022-10-21 09:47), 2.4.8 (2023-02-07 10:42)
Other packages that cited REndo R package
View REndo citation profile
Other R packages that REndo depends, imports, suggests or enhances
Functions, R codes and Examples using the REndo R package
Some associated functions: REndo . confint.rendo.boots . copulaCorrection . dataCopCont . dataCopCont2 . dataCopDis . dataCopDis2 . dataCopDisCont . dataHetIV . dataHigherMoments . dataLatentIV . dataMultilevelIV . hetErrorsIV . higherMomentsIV . latentIV . multilevelIV . predict.rendo.copula.correction . predict.rendo.ivreg . predict.rendo.latent.IV . predict.rendo.multilevel . summary.rendo.copula.correction . summary.rendo.latent.IV . summary.rendo.multilevel . vcov.rendo.boots . 
Some associated R codes: REndo-package.R . RcppExports.R . data.R . f_checkinput_copulacorrection.R . f_checkinput_helperfunctions.R . f_checkinput_heterrorsIV.R . f_checkinput_highermomentsiv.R . f_checkinput_latentIV.R . f_checkinput_multilevel.R . f_copulacorrection_interface.R . f_copulacorrection_linearmodel.R . f_copulacorrection_optimizeLL.R . f_copulacorrectionpstar_continuous.R . f_copulacorrectionpstar_discrete.R . f_formula_helpers.R . f_heterrorsIV.R . f_heterrorsIV_IIV.R . f_highermomentsIV.R . f_highermomentsIV_IIV.R . f_latentIV.R . f_latentIV_LL.R . f_multilevelIV.R . f_multilevel_2levels.R . f_multilevel_3levels.R . f_multilevel_gmmestim.R . f_multilevel_helpers.R . f_multilevel_omittedvar.R . f_new_copulacorrection.R . f_new_multilevel.R . f_new_rendobase.R . f_new_rendoboots.R . f_new_rendoivreg.R . f_new_rendolatentIV.R . f_s3_multilevel.R . f_s3_rendobase.R . f_s3_rendoboots.R . f_s3_rendocopulacorrection.R . f_s3_rendoivreg.R . f_s3_rendolatentIV.R .  Full REndo package functions and examples
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