epmrob (version 0.1)

Robust Estimation of Probit Models with Endogeneity

Description

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), .

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Version

Install

install.packages('epmrob')

Monthly Downloads

136

Version

0.1

License

GPL-2

Maintainer

Mikhail Zhelonkin

Last Published

June 16th, 2023

Functions in epmrob (0.1)

epmrob-package

Robust estimation of probit models with endogeneity

summary.epmrob

Summarizing Robust Fits of Endogenous Probit Models

print.epmrob

Print a epmrob object

print.summary.epmrob

Print Function for summary.epmrob

epmrob.vcov

Extract Asymptotic Variance Covariance Matrix

epmrob

Robust Fit of Probit Model with Endogeneity

xweights

Robustness Weights

rob.control

Auxiliary for Controlling Robust Fitting

coef.epmrob

Extract Coefficients from the Robust Endogenous Probit Model Fit

IVProbitRob

Robust Probit Model with Endogeneity