sTsls: IV-like weighting function, TSLS specification

Description Usage Arguments Value

View source: R/testfunctions_covariates.R

Description

IV-like weighting function for TSLS specification.

Usage

1
sTsls(z, j, exz, pi)

Arguments

z

vector, the value of the instrument.

j

scalar, position of the component one is interested in constructing the IV-like weight for.

exz

the matrix E[XZ']

pi

the matrix E[XZ']E[ZZ']^-1

Value

scalar.


ivmte documentation built on Sept. 17, 2021, 5:06 p.m.