Package: REndo
Type: Package
Title: Fitting Linear Models with Endogenous Regressors using Latent
        Instrumental Variables
Version: 1.2
Date: 2017-03-28
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: 
       - solves an error occurring when using the multilevelIV() function with two levels, random intercept. 
       - returns the AIC and BIC for copulaCorrection() (method 1) and latentIV() methods.
       - residuals and fitted values can be saved by users for latentIV() and copulaCorrection() methods.
       - improves the summary methods for copulaCorrection() and multilevelIV() functions.
Imports: optimx, mvtnorm, AER, e1071, stats, corpcor, lme4, gmm,
        lmtest, plyr, sandwich, Matrix
Depends: methods
License: GPL-3
RoxygenNote: 6.0.1
Collate: 'checkAssumptions.R' 'cop_Cont1.R' 'cop_Cont2.R'
        'cop_Discrete.R' 'cop_bootsSE.R' 'cop_logLik.R' 'cop_pStar.R'
        'copulaCorrection.R' 'copulaCorrection_class.R'
        'f_hetErrorsIV.R' 'f_multilevelGMM.R' 'hetErrorsIV.R'
        'hetErrorsIV_class.R' 'higherMomentsIV.R' 'internalIV.R'
        'latentIV.R' 'latentIV_class.R' 'latentIV_loglik.R'
        'methods_copulaCorrection.R' 'methods_hetErrorsIV.R'
        'methods_latentIV.R' 'methods_multilevelIV.R' 'multilevelIV.R'
        'mixedGMM.R' 'multilevelIV_class.R' 'tScores.R'
NeedsCompilation: no
Packaged: 2017-04-10 14:10:18 UTC; raluca
Repository: CRAN
Date/Publication: 2017-04-10 14:33:46 UTC
