Package: REndo
Type: Package
Title: Fitting Linear Models with Endogenous Regressors using Latent
        Instrumental Variables
Version: 1.3
Date: 2017-11-08
Author: Raluca Gui,
    Markus Meierer,
    Rene Algesheimer
Maintainer: Raluca Gui <raluca.gui@business.uzh.ch>
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>
    heteroskedasticity 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.
    This version: 
       - includes an omitted variable test in the multilevel estimation. It is reported in the summary() function of the 
         multilevelIV() function.
       - resolves the error "Error in listIDs[, 1] : incorrect number of dimensions" when using the multilevelIV() function.
       - a new simulated dataset is provided, dataMultilevelIV, on which to exemplify the multilevelIV() function.
Imports: optimx, mvtnorm, AER, e1071, stats, corpcor, lme4, gmm,
        lmtest, plyr, sandwich, compiler, data.table, Matrix
Depends: methods
License: GPL-3
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2017-11-08 14:27:47 UTC; raluca
Repository: CRAN
Date/Publication: 2017-11-08 16:59:09 UTC
