vcovOther: Variance of Exogenous Coefficients of the Fitted Model in the...

In ivmodel: Statistical Inference and Sensitivity Analysis for Instrumental Variables Model

Description

This vcovOther returns the estimated variances of the estimated coefficients for the exogenous covariates associated with the outcome. All the estimation is based on k-Class estimators.

Usage

  vcovOther(ivmodel)

Arguments

ivmodel

ivmodel object.

Value

A matrix where each row represents a k-class estimator and each column represents one of the exogenous covariates. Each element is the estimated variance of the estimated coefficients.

Author(s)

Hyunseung Kang

See Also

See also ivmodel for details on the instrumental variables model.

Examples

  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)
  vcovOther(foo)

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