endogenous
Classical Simultaneous Equation Models
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) <DOI:10.3386/w0177> 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling source/ R- | endogenous_1.0.tar.gz |
6.4 KiB |
1.0 |
latest source/ R- | endogenous_1.0.tar.gz |
6.4 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | endogenous_1.0.zip |
57.2 KiB |