Package: REndo
Title: Fitting Linear Models with Endogenous Regressors using Latent
        Instrumental Variables
Type: Package
Version: 2.5.0
Date: 2026-05-06
Authors@R: c(
    person(given="Raluca", family="Gui",         email = "raluca.gui@gmail.com",            role = c("cre","aut")),
    person(given="Markus", family="Meierer",     email = "markus.meierer@business.uzh.ch",  role = "aut"),
    person(given="Rene",   family="Algesheimer", email = "market-research@business.uzh.ch", role = "aut"),
    person(given="Patrik", family="Schilter",    email = "patrik.schilter@gmail.com",       role = "aut"),
    person(given="Kimberly-Anne", family="Lew Chuk Wai", email="kimberlylew12@gmail.com",   role = "aut"))
Description: 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> heteroscedasticity 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. See the publication related to this
        package in the Journal of Statistical Software for more
        details: <doi:10.18637/jss.v107.i03>. Note that with version
        2.0.0 sweeping changes were introduced which greatly improve
        functionality and usability but break backwards compatibility.
License: GPL-3
URL: https://github.com/mmeierer/REndo
BugReports: https://github.com/mmeierer/REndo/issues
NeedsCompilation: yes
Depends: R (>= 3.5)
Imports: methods (>= 3.4), stats (>= 3.4), utils (>= 3.4), Formula (>=
        1.2), optimx (>= 2013.8.7), mvtnorm (>= 1.0-8), AER (>= 1.2-5),
        Matrix (>= 1.2-14), lme4 (>= 1.1-18-1), reformulas (>= 0.4.4),
        data.table (>= 1.11.8), corpcor (>= 1.6.9), Rcpp (>= 1.0.3),
        lmtest (>= 0.9-35), copula (>= 1.0-0), ks (>= 1.10.0)
Suggests: testthat, covr, R.rsp
LinkingTo: Rcpp, RcppEigen
Encoding: UTF-8
RoxygenNote: 7.3.3
VignetteBuilder: R.rsp
LazyData: true
Config/pak/sysreqs: cmake make libgsl0-dev libicu-dev
Repository: https://mmeierer.r-universe.dev
Date/Publication: 2026-05-30 11:54:39 UTC
RemoteUrl: https://github.com/mmeierer/rendo
RemoteRef: HEAD
RemoteSha: 382afe135d0edb85d0d939c5fe56bf1c09788ad7
Packaged: 2026-07-04 22:15:17 UTC; root
Author: Raluca Gui [cre, aut],
  Markus Meierer [aut],
  Rene Algesheimer [aut],
  Patrik Schilter [aut],
  Kimberly-Anne Lew Chuk Wai [aut]
Maintainer: Raluca Gui <raluca.gui@gmail.com>