Uses heteroscedasticity to estimate mismeasured and endogenous regressor models

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


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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1.1 by Alan Fernihough, 5 years ago

Browse source code at

Authors: Alan Fernihough

Documentation:   PDF Manual  

Task views:

GPL-2 | GPL-3 license

Depends on stats, gmm, plyr, lmtest

See at CRAN