Statistical Inference and Sensitivity Analysis for Instrumental Variables Model


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Documentation for package ‘ivmodel’ version 1.1

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ivmodel-package Statistical Inference and Sensitivity Analysis for Instrumental Variables Model
AR.power Power of the Anderson-Rubin (1949) Test
AR.size Sample Size Calculator for the Power of the Anderson-Rubin (1949) Test
AR.test Anderson-Rubin (1949) Test
ARsens.power Power of the Anderson-Rubin (1949) Test with Sensitivity Analysis
ARsens.size Sample Size Calculator for the Power of the Anderson-Rubin (1949) Test with Sensitivity Analysis
ARsens.test Sensitivity Analysis for the Anderson-Rubin (1949) Test
card.data Card (1995) Data
CLR.test Conditional Likelihood Ratio Test
coef.ivmodel Coefficients of the Fitted Model in the 'ivmodel' Object
confint.ivmodel Confidence Intervals for the Fitted Model in 'ivmodel' Object
FullerEst Fuller-k Estimator
ivmodel Fitting Instrumental Variables (IV) Models
kClassEst k-Class Estimator
LIMLEst Limited Information Maximum Likelihood Ratio (LIML) Estimator
para Parameter Estimation from Ivmodel
summary.ivmodel summary.ivmodel
TSLS.power Power of TSLS Estimator
TSLS.size Sample Size Calculator for the Power of Asymptotic T-test