Classical Simultaneous Equation Models
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.