Replication Data for: Addressing Endogeneity Using a Two-Stage Copula Generated Regressor Approach

We provide instructions, codes and datasets for replicating the paper by Yang, Qian and Xie (2024), "Addressing Endogeneity using a Two-stage Copula Generated Regressor Approach." First, we provide a R code to replicate the simulation studies: see simulation_code.R. Second, we provide a R code and a dataset from the public Dominick’s store-level scanner data for empirical illustration: see empirical_illustration_code.R and data_empirical_illustration.csv.

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<b>[A guide on how to use the code to reproduce each study in the paper]</b>
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1. simulation_code.R: This is the R code for replication of simulation results.
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2. empirical_illustration_code.R:
This is the R code for replication of empirical illustration results in the main manuscript.
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3. data_empirical_illustration.csv:
This is the Dominick’s toothpaste sales data used for empirical analysis.

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<b>[A list of the versions of R, packages, and computer specification used in the paper]</b>
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R version: 4.2.1 (2022-06-23)
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Processor: MacBook Pro with M1 Pro chip
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Installed RAM: 32.0 GB
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To run the program, download all files and save them under the same folder. Then source the R files to run the programs.

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<b>[Technical Help or Problem Report]</b>
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We are expecting the R codes to be easy to use and to be working well. Please send any questions or report bugs to Fan Yang (E-mail: [e-mail]).