REndo (Q29643): Difference between revisions

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Latest revision as of 19:31, 21 March 2024

Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables

Language	Label	Description	Also known as
English	REndo	Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables

Statements

0 references

0 references

software version identifier

2.4.8

publication date

7 February 2023

0 references

1.0

publication date

9 December 2015

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1.1

publication date

16 November 2016

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1.2

publication date

10 April 2017

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1.3

publication date

8 November 2017

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2.0.0

publication date

10 November 2018

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2.1.0

publication date

16 January 2019

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2.2.0

publication date

14 April 2019

0 references

2.2.1

publication date

5 June 2019

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2.3.0

publication date

5 August 2019

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2.3.1

publication date

17 February 2020

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2.4.0

publication date

24 May 2020

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2.4.1

publication date

15 October 2020

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2.4.2

publication date

10 February 2021

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2.4.3

publication date

3 September 2021

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2.4.5

publication date

18 May 2022

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2.4.6

publication date

23 August 2022

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2.4.7

publication date

21 October 2022

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2.4.9

publication date

5 September 2023

0 references

0 references

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MaRDI software profile

0 references

last update

5 September 2023

0 references

description

Fits linear models with endogenous regressor using latent instrumental variable approaches. The methods included in the package are Lewbel's (1997) <doi:10.2307/2171884> higher moments approach as well as Lewbel's (2012) <doi:10.1080/07350015.2012.643126> heteroscedasticity approach, Park and Gupta's (2012) <doi:10.1287/mksc.1120.0718> joint estimation method that uses Gaussian copula and Kim and Frees's (2007) <doi:10.1007/s11336-007-9008-1> multilevel generalized method of moment approach that deals with endogeneity in a multilevel setting. These are statistical techniques to address the endogeneity problem where no external instrumental variables are needed. See the publication related to this package in the Journal of Statistical Software for more details: <doi:10.18637/jss.v107.i03>. Note that with version 2.0.0 sweeping changes were introduced which greatly improve functionality and usability but break backwards compatibility.

0 references

0 references

0 references

0 references

0 references

GNU General Public License, version 3.0