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CRAN: Package epmrob

epmrob: Robust Estimation of Probit Models with Endogeneity

Package provides a set of tools for robust estimation and inference for probit model with endogenous covariates. The current version contains a robust two-step estimator. For technical details, see Naghi, Varadi and Zhelonkin (2022), <doi:10.1016/j.ecosta.2022.05.001>.

Version: 0.1 Imports: robustbase, MASS Suggests: mvtnorm Published: 2023-06-16 DOI: 10.32614/CRAN.package.epmrob Author: Mikhail Zhelonkin [aut, cre], Andre Bik [aut], Andrea Naghi [aut] Maintainer: Mikhail Zhelonkin <Mikhail.Zhelonkin at gmail.com> License: GPL-2 NeedsCompilation: no CRAN checks: epmrob results Documentation: Reference manual: epmrob.pdf Downloads: Package source: epmrob_0.1.tar.gz Windows binaries: r-devel: epmrob_0.1.zip, r-release: epmrob_0.1.zip, r-oldrel: epmrob_0.1.zip macOS binaries: r-release (arm64): epmrob_0.1.tgz, r-oldrel (arm64): epmrob_0.1.tgz, r-release (x86_64): epmrob_0.1.tgz, r-oldrel (x86_64): epmrob_0.1.tgz Linking:

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