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epmrob: Robust Estimation of Probit Models with Endogeneity
Package provides a set of tools for robust estimation and inference for probit model with endogenous covariates. The current version contains a robust two-step estimator. For technical details, see Naghi, Varadi and Zhelonkin (2022), <doi:10.1016/j.ecosta.2022.05.001>.
| Version: |
0.1 |
| Imports: |
robustbase, MASS |
| Suggests: |
mvtnorm |
| Published: |
2023-06-16 |
| Author: |
Mikhail Zhelonkin 
[aut, cre],
Andre Bik [aut],
Andrea Naghi [aut] |
| Maintainer: |
Mikhail Zhelonkin <Mikhail.Zhelonkin at gmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
epmrob results |
Documentation:
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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.
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