Hello,
I have a question. Suppose that I have a function to estimate with gam (in the
mgcv package),
y=s(x1)+s(x2)+XB
where X is a vector of exogenous variables and x1 and x2 are explanatory
variables assumed parametric linear functions of X and other exogenous variables
Z. Is there a way to evaluate this equation with gam, allowing for endogeneity?
If not, is there another semiparametric/nonparametric evaluation function where
endogeneity can be programed more easily?
I really appreciate any help I can get with this. Thank you very much.
Michael Milligan
Doctoral Candidate
University of New Mexico
