coef.epmrob

Returns the coefficients of the robust two-stage estimator for endogenous probit model.

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>.

Mikhail Zhelonkin

epmrob

Robust Estimation of Probit Models with Endogeneity

Andre Bik

Andrea Naghi

coef.epmrob function

<dl> <dt>object</dt>
<dd>object of class "<code>epmrob</code>".</dd> <dt>...</dt>
<dd>currently not used.</dd></dl>

Arguments

Mikhail Zhelonkin, Andre Bik, Andrea Naghi

Author

Extract Coefficients from the Robust Endogenous Probit Model Fit — coef.epmrob

<dl>

 <dt>object</dt>
<dd>object of class "<code>epmrob</code>".</dd>

 <dt>...</dt>
<dd>currently not used.</dd>

</dl>

coef.epmrob: Extract Coefficients from the Robust Endogenous Probit Model Fit

Description

Usage

Value

Arguments

Author