copulaPStar

- the variable for which the inverse-normal distribution of its empirical distribution function is needed.

Computes the empirical distribution function of a variable and the inverse-normal distribution of ECDF.

Endogeneity

copula

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.

copulaPStar: Inverse-Normal Distribution of the Empirical Distribution Function

Description

Usage

Arguments

Value

See Also