REndo (Q29643): Difference between revisions
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Removed claim: imports (P585): data.table (Q33745) |
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Property / last update: 7 February 2023 / rank | |||||||||||||||
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Property / cites work: Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D / rank | |||||||||||||||
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Property / cites work: Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models / rank | |||||||||||||||
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Property / cites work: Handling Endogenous Regressors by Joint Estimation Using Copulas / rank | |||||||||||||||
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Property / cites work: Multilevel Modeling with Correlated Effects / rank | |||||||||||||||
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publication date: 9 December 2015
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publication date: 16 November 2016
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publication date: 10 April 2017
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publication date: 8 November 2017
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publication date: 10 November 2018
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publication date: 16 January 2019
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publication date: 14 April 2019
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publication date: 5 June 2019
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publication date: 5 August 2019
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publication date: 17 February 2020
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publication date: 24 May 2020
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publication date: 15 October 2020
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publication date: 10 February 2021
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publication date: 3 September 2021
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publication date: 18 May 2022
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publication date: 23 August 2022
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publication date: 21 October 2022
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publication date: 5 September 2023
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5 September 2023
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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. | |||||||||||||||
Property / 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. / rank | |||||||||||||||
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Property / author: Raluca Gui / rank | |||||||||||||||
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Property / author: Markus Meierer / rank | |||||||||||||||
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Property / author: Rene Algesheimer / rank | |||||||||||||||
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software version identifier: ≥ 0.9-35 | |||||||||||||||
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Property / cites work: Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D / rank | |||||||||||||||
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Property / cites work: Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models / rank | |||||||||||||||
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Property / cites work: Handling Endogenous Regressors by Joint Estimation Using Copulas / rank | |||||||||||||||
Normal rank | |||||||||||||||
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Property / cites work: Multilevel Modeling with Correlated Effects / rank | |||||||||||||||
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Property / cites work: REndo: Internal Instrumental Variables to Address Endogeneity / rank | |||||||||||||||
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point in time: 2 October 2023
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links / mardi / name | links / mardi / name | ||||||||||||||
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 |
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English | REndo |
Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables |
Statements
5 September 2023
0 references
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