ivmodel: Statistical Inference and Sensitivity Analysis for Instrumental Variables Model

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Contains functions for carrying out instrumental variable estimation of causal effects, including power analysis, sensitivity analysis, and diagnostics.

Author
Yang Jiang, Hyunseung Kang, and Dylan Small
Date of publication
2016-05-09 17:53:02
Maintainer
Hyunseung Kang <hskang@stanford.edu>
License
GPL-2
Version
1.2

View on CRAN

Man pages

AR.power
Power of the Anderson-Rubin (1949) Test
ARsens.power
Power of the Anderson-Rubin (1949) Test with Sensitivity...
ARsens.size
Sample Size Calculator for the Power of the Anderson-Rubin...
ARsens.test
Sensitivity Analysis for the Anderson-Rubin (1949) Test
AR.size
Sample Size Calculator for the Power of the Anderson-Rubin...
AR.test
Anderson-Rubin (1949) Test
card.data
Card (1995) Data
CLR
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
fitted.ivmodel
Extract Model Fitted values in the 'ivmodel' Object
Fuller
Fuller-k Estimator
ivmodel
Fitting Instrumental Variables (IV) Models
ivmodelFormula
Fitting Instrumental Variables (IV) Models
ivmodel-internal
Internal 'ivmodel' functions
ivmodel-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("ivmodel")}
KClass
k-Class Estimator
LIML
Limited Information Maximum Likelihood Ratio (LIML) Estimator
para
Parameter Estimation from Ivmodel
residuals.ivmodel
Residuals from the Fitted Model in the 'ivmodel' Object
summary.ivmodel
summary.ivmodel
TSLS.power
Power of TSLS Estimator
TSLS.size
Sample Size Calculator for the Power of Asymptotic T-test

Files in this package

ivmodel
ivmodel/NAMESPACE
ivmodel/data
ivmodel/data/card.data.rda
ivmodel/R
ivmodel/R/ivmodel.r
ivmodel/R/residuals.ivmodel.r
ivmodel/R/KClass.r
ivmodel/R/resid.ivmodel.r
ivmodel/R/helperFunc.r
ivmodel/R/fitted.ivmodel.r
ivmodel/R/summary.ivmodel.r
ivmodel/R/ivmodelFormula.r
ivmodel/R/confint.ivmodel.r
ivmodel/R/coef.ivmodel.r
ivmodel/R/LIML.r
ivmodel/R/print.ivmodel.r
ivmodel/R/Fuller.r
ivmodel/R/yang.r
ivmodel/R/CLR.r
ivmodel/MD5
ivmodel/build
ivmodel/build/partial.rdb
ivmodel/DESCRIPTION
ivmodel/man
ivmodel/man/AR.size.Rd
ivmodel/man/ivmodel-internal.Rd
ivmodel/man/residuals.ivmodel.Rd
ivmodel/man/summary.ivmodel.Rd
ivmodel/man/KClass.Rd
ivmodel/man/TSLS.power.Rd
ivmodel/man/ARsens.test.Rd
ivmodel/man/ARsens.size.Rd
ivmodel/man/card.data.Rd
ivmodel/man/CLR.Rd
ivmodel/man/LIML.Rd
ivmodel/man/ivmodelFormula.Rd
ivmodel/man/TSLS.size.Rd
ivmodel/man/fitted.ivmodel.Rd
ivmodel/man/coef.ivmodel.Rd
ivmodel/man/para.Rd
ivmodel/man/Fuller.Rd
ivmodel/man/ivmodel-package.Rd
ivmodel/man/ivmodel.Rd
ivmodel/man/confint.ivmodel.Rd
ivmodel/man/AR.power.Rd
ivmodel/man/AR.test.Rd
ivmodel/man/ARsens.power.Rd