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##### calculate the TSLS estimators and covariance matrix estimator
para=function(ivmodel){
output=list()
fit1=lm(ivmodel$Dadj~ivmodel$Zadj-1)
output$gamma=coef(fit1)
names(output$gamma)=NULL
output$beta=c(KClass(ivmodel, k=1)$point.est)
hat_eps=ivmodel$Yadj-c(output$beta)*ivmodel$Dadj
hat_eta=resid(fit1)
output$sigmau=sqrt(sum(hat_eps^2)/(ivmodel$n-ivmodel$p))
output$sigmav=sqrt(sum(hat_eta^2)/(ivmodel$n-ivmodel$p))
output$rho=sum(hat_eta*hat_eps)/(ivmodel$n-ivmodel$p)/output$sigmau/output$sigmav
return(output)
}
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