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 |
| DOI: | 10.32614/CRAN.package.epmrob |
| 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:
| Reference manual: | epmrob.pdf |
Downloads:
| Package source: | epmrob_0.1.tar.gz |
| Windows binaries: | r-devel: epmrob_0.1.zip, r-release: epmrob_0.1.zip, r-oldrel: epmrob_0.1.zip |
| macOS binaries: | r-release (arm64): epmrob_0.1.tgz, r-oldrel (arm64): epmrob_0.1.tgz, r-release (x86_64): epmrob_0.1.tgz, r-oldrel (x86_64): epmrob_0.1.tgz |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=epmrob to link to this page.