rob.control: Auxiliary for Controlling Robust Fitting

In epmrob: Robust Estimation of Probit Models with Endogeneity

Auxiliary for Controlling Robust Fitting

Description

Auxiliary function used for fitting the endogenous probit models. Contains control sequences, tuning constants and robustness weight functions.

Usage

rob.control(acc = 1e-04, maxit = 50, weights.x1 = c("none", "hat", "robCov", "covMcd"),
        weights.x2 = c("none", "hat", "robCov", "covMcd"), clevel1 = 0.95, tcc = 1.345)

Arguments

acc	positive convergence level.
maxit	integer giving the maximum number of iterations.
weights.x1	vector of robustness weights controlling for the leverage effect in the reduced equation.
weights.x2	vector of robustness weights controlling for the leverage effect in the outcome equation.
clevel1	value for the critical level for the first stage.
tcc	tuning constant c for Huber's psi-function for the first, reduced, stage.

Value

A list with the arguments as components.

Author(s)

Mikhail Zhelonkin, Andre Bik, Andrea Naghi

epmrob documentation built on July 9, 2023, 6:19 p.m.