Microeconometrics.jl
This package provides support for microeconometric estimation. It supports complex weighted data and covariance structures (e.g., clustered). Please report bugs by opening an issue. Information about specific versions can be found on the release page.
Supported estimators
More models are planned. If your preferred model is not currently available, file an issue or contribute!
- Linear regression
- Ordinary least squares
- Two-stage least squares
- Linear GMM
- Binary choice
- Logit
- Probit
- Complementary log-log
- Gompit
- Count data
- Poisson
- IV Poisson with additive errors
- IV Poisson with multiplicative errors
- Reweighting methods
- Inverse probability weighting
- Abadie (2003)
- Frölich and Melly (2013)
- Tan (2006)