Microeconometrics with R
Binomial regression
Bivariate probit
Constrained least squares
Conditional moments test
Transform a factor in a set of dummy variables
Endogenous switching and sample selection models for count data
Instrumental variable estimation for exponential conditional mean mode...
F statistic
Gauss-Laguerre quadrature
Gauss-Hermitte quadrature
Short print of the summary of an object
Hausman test
Instrumental variable estimators for limited dependent variable
Log-linear model
Maximization of a function
micsr : Microeconometrics with R
micsr class
Compute the inverse Mills ratio and its first two derivatives
Non-degenerate Vuong test
Newton-Raphson method for numerical optimization
Number of parameters of a fitted model
Ordered regression
Compute the probability for the bivariate normal function
Poisson regression
Propensity scores
Compute the probability for the trivariate normal function
Compute the probability for the univariate normal function
Compute quadratic form
Objects exported from other packages
Coefficient of determination
Sargan test for GMM models
Score test
select a subset of coefficients
Extract the standard errors of estimated coefficients
Truncated response model
Simulated pdfs for the Vuong statistics using linear models
Weibull regression model for duration data
Generalized production function
Functions, data sets and examples for the book: Yves Croissant (2025) "Microeconometrics with R", Chapman and Hall/CRC The R Series <doi:10.1201/9781003100263>. The package includes a set of estimators for models used in microeconometrics, especially for count data and limited dependent variables. Test functions include score test, Hausman test, Vuong test, Sargan test and conditional moment test. A small subset of the data set used in the book is also included.