ARsens.test: Sensitivity Analysis for the Anderson-Rubin (1949) Test

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/ARsens.r

Description

ARsens.test computes sensitivity analysis with possibly invalid instruments, which is an extension of the Anderson-Rubin (1949) test. The formula for sensitivity analysis is derived in Jiang, Small and Zhang (2015).

Usage

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ARsens.test(ivmodel, beta0 = 0, alpha = 0.05, deltarange = NULL)

Arguments

ivmodel

ivmodel object.

beta0

Null value β_0 for testing null hypothesis H_0: β = β_0 in ivmodel

alpha

The significance level for hypothesis testing. Default is 0.05.

deltarange

Range of sensitivity allowance. A numeric vector of length 2.

Value

ARsens.test returns a list containing the following components

ncFstat

The value of the test statistic for testing the null hypothesis H_0: β = β_0 in ivmodel

df

degree of freedom for the test statistic

ncp

non-central parameter for the test statistic

p.value

The p value of the test under the null hypothesis H_0: β = β_0 in ivmodel

ci

A matrix of two columns, each row contains an interval associated with the confidence interval

ci.info

A human-readable string describing the confidence interval

deltarange

The inputted range of sensitivity allowance.

Author(s)

Yang Jiang, Hyunseung Kang, and Dylan Small

References

Anderson, T.W. and Rubin, H. (1949), Estimation of the parameters of a single equation in a complete system of stochastic equations, Annals of Mathematical Statistics, 20, 46-63.
Wang, X., Jiang, Y., Small, D. and Zhang, N. (2017), Sensitivity analysis and power for instrumental variable studies, (under review of Biometrics).

See Also

See also ivmodel for details on the instrumental variables model.

Examples

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data(card.data)
Y=card.data[,"lwage"]
D=card.data[,"educ"]
Z=card.data[,"nearc4"]
Xname=c("exper", "expersq", "black", "south", "smsa", "reg661", 
        "reg662", "reg663", "reg664", "reg665", "reg666", "reg667", 
		"reg668", "smsa66")
X=card.data[,Xname]
foo = ivmodel(Y=Y,D=D,Z=Z,X=X)
ARsens.test(foo, deltarange=c(-0.03, 0.03))

ivmodel documentation built on Jan. 16, 2021, 5:28 p.m.