Uses heteroscedasticity to estimate mismeasured and endogenous regressor models

GMM estimation of triangular systems using heteroscedasticity based instrumental variables as in Lewbel (2012)


News

Changes in Version 1.1

o The ROBUST command now uses White's correction for heteroscedasticity.
o The estimating function now removes collinear variables.

Reference manual

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install.packages("ivlewbel")

1.1 by Alan Fernihough, 5 years ago


Browse source code at https://github.com/cran/ivlewbel


Authors: Alan Fernihough


Documentation:   PDF Manual  


Task views:


GPL-2 | GPL-3 license


Depends on stats, gmm, plyr, lmtest


See at CRAN