Software
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REndo (R package)
Fits linear models with endogenous regressor using latent instrumental variable approaches. The methods included in the package are Lewbel’s (1997) higher moments approach as well as Lewbel’s (2012) heteroscedasticity approach, Park and Gupta’s (2012) joint estimation method that uses Gaussian copula and Kim and Frees’s (2007) 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. Note that with version 2.0.0 sweeping changes were introduced which greatly improve functionality and usability but break backwards compatibility.
CLVTools (R package)
Today, customer lifetime value (CLV) is the central metric for valuing customers. It describes the long-term economic value of customers and gives managers an idea of how customers will evolve over time. To model CLVs in continuous non-contractual business settings such as retailers, probabilistic customer attrition models are the preferred choice in literature and practice. The R package CLVTools provides an efficient and easy to use implementation framework for probabilistic customer attrition models in non-contractual settings. Building up on the learnings of other implementations, the package adopts S4 classes to allow constructing rich and rather complex models that nevertheless still are easy to apply for the end user. The framework is capable to accomodate a variety of probabilistic customer attition models for non-contractual settings in continuous and discrete time.
Slide2video (Python package)
A Python package for …