epmrob-package

Package provides a set of tools for robust estimation of probit models with endogeneity.

 robust estimation 

 Probit model 

 Endogenous variable 

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

epmrob-package function

Mikhail Zhelonkin, Andre Bik, Andrea Naghi
Maintainer: Mikhail Zhelonkin &lt;Mikhail.Zhelonkin@gmail.com&gt;

Author

Robust estimation of probit models with endogeneity — epmrob-package

Robust estimation of probit models with endogeneity

Package:	epmrob
Type:	Package
Version:	1.0
Date:	2023-06-14
License:	GPL-2

epmrob-package: Robust estimation of probit models with endogeneity

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