micsr: Microeconometrics with R


The micsr package is the companion package to the book “Microeconometrics with R” (Chapman and Hall/CRC The R Series). It includes function to estimate and to test models, miscellanous tools and data sets:

micsr provides methods described in the book that are not available in R. This includes:

We tried to keep the sets of package on which micsr depends on as small as possible. micsr depends on Formula, generics, Rdpack, knitr, sandwich and on a subset of the tidyverse metapackage (ggplot2, dplyr, purrr, tidyselect, magrittr, tibble, rlang). We borrowed the gaussian quadrature function from the statmod package (Smyth and al., 2023), and the distribution function of quadratic forms in normal variables from the CompQuadForm package (Duchesne and Lafaye, 2010).


The micsr is not yet on CRAN. To install it, first install the pak package and enter: