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endogenous  

Classical Simultaneous Equation Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("endogenous", "1.0")



Attach the package and use:
library("endogenous")
Maintained by
Andrew J. Spieker
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-10-29
Latest Update: 2016-10-29
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) 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.
How to cite:
Andrew J. Spieker (2016). endogenous: Classical Simultaneous Equation Models. R package version 1.0, https://cran.r-project.org/web/packages/endogenous. Accessed 30 Jan. 2025.
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Complete documentation for endogenous
Functions, R codes and Examples using the endogenous R package
Some associated functions: hybrid . sampselect . 
Some associated R codes: hybrid.R . sampselect.R .  Full endogenous package functions and examples
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