Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables


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Documentation for package ‘REndo’ version 1.2

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boots Bootstrapping Standard Errors
copulaCorrection Fitting Linear Models Endogeneous Regressors using Gaussian Copula
copulaPStar Inverse-Normal Distribution of the Empirical Distribution Function
dataCopC1 Simulated Dataset
dataCopC2 Simulated Dataset
dataCopDis Simulated Dataset
dataHigherMoments Simulated Dataset
dataLatentIV Simulated Dataset
hetErrorsIV Fitting Linear Models with Endogenous Regressors using Heteroskedastic Covariance Restictions
higherMomentsIV Fitting Linear Models with Endogenous Regressors using Lewbel's Higher Moments Approach
internalIV Constructs Internal Instrumental Variables From Data
latentIV Fitting Linear Models with one Endogenous Regressor using Latent Instrumental Variables
mixedGMM Multilevel GMM Estimation
multilevelIV Multilevel GMM Estimation
tScores Test scores of 3054 test scores of 1174 students in 60 schools