Performs bootstrapping to obtain the standard errors of the estimates of the model with one continuous endogenous regressor estimated via maximum likelihood
using the copulaCorrection function.
boots(bot, formula, endoVar, param, intercept = NULL, data)number of bootstrap replicates.
the model formula, e.g. y ~ X1 + X2 + P.
a string with the name of the endogenous variable/s, in quotation marks.
initial values for the parameters to be optimized over. See copulaCorrection for more details.
an optional parameter. The model is estimated by default with intercept. If no intercept is desired in model estimation, intercept should be given the value "FALSE", otherwise the value "TRUE".
a data frame or matrix containing the variables of the model.
Returns the standard errors of the estimates of the model using the copula method 1 described in Park and Gupta (2012). See Details section of copulaCorrection.
The function could be used only when there is a single endogenous regressor and method one is selected in copulaCorrection.
of the copulaCorrection function is used for estimation.