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endogenous

Classical Simultaneous Equation Models

v1.0 · Oct 29, 2016 · GPL-2

Description

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.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies mvtnorm endogenous

Version History

new 1.0 Mar 10, 2026