SteinIV: Semi-Parametric Stein-Like Estimator with Instrumental Variables

Share:

Routines for computing different types of linear estimators, based on instrumental variables (IVs), including the semi-parametric Stein-like (SPS) estimator, originally introduced by Judge and Mittelhammer (2004) <DOI:10.1198/016214504000000430>.

Author
Cedric E Ginestet <cedric.ginestet@kcl.ac.uk>
Date of publication
2016-01-26 15:19:33
Maintainer
Cedric E Ginestet <cedric.ginestet@kcl.ac.uk>
License
GPL (>= 2)
Version
0.1-1
URLs

View on CRAN

Man pages

jive.est
The Jackknife Instrumental Variable Estimator (JIVE).
jive.internal
Internal function for the Jackknife Instrumental Variable...
ols.est
The Ordinary Least Squares (OLS) Estimator.
sps.est
Semi-parametric Stein-like (SPS) estimator.
sps.internal
Internal function for Semi-parametric Stein-like (SPS)...
tr
Trace of a matrix.
tsls.est
The Two-Stage Least Squares (TSLS) estimator.

Files in this package

SteinIV
SteinIV/NAMESPACE
SteinIV/R
SteinIV/R/steiniv.R
SteinIV/R/tr.R
SteinIV/MD5
SteinIV/DESCRIPTION
SteinIV/man
SteinIV/man/tsls.est.Rd
SteinIV/man/sps.est.Rd
SteinIV/man/jive.internal.Rd
SteinIV/man/jive.est.Rd
SteinIV/man/ols.est.Rd
SteinIV/man/sps.internal.Rd
SteinIV/man/tr.Rd