Description Usage Arguments Details Value See Also Examples

This function uses the same arguments as `ivreg`

and additionally
outputs the EX analysis.

1 2 |

`formula, instruments` |
formula specification(s) of the regression
relationship and the instruments. Either |

`data` |
an optional data frame containing the variables in the model.
By default the variables are taken from the environment of the |

`subset` |
an optional vector specifying a subset of observations to be used in fitting the model. |

`na.action` |
a function that indicates what should happen when the
data contain |

`weights` |
an optional vector of weights to be used in the fitting process. |

`offset` |
an optional offset that can be used to specify an a priori known component to be included during fitting. |

`contrasts` |
an optional list. See the |

`model` |
logicals. If |

`...` |
further arguments passed to |

See Details on the arguments and others see `ivreg`

of `AER`

package.
Statistical analysis and sensitivity analysis based on the output of `ivreg.EX`

is performed in `coeftestIV`

and `sensIvreg`

functions.

`ivreg.EX`

returns an object of class `"ivregEX"`

(also of class
`"ivreg"`

), with the following components:

`coefficients` |
parameter estimates. |

`residuals` |
a vector of residuals. |

`fitted.values` |
a vector of predicted means. |

`weights` |
either the vector of weights used (if any) or |

`offset` |
either the offset used (if any) or |

`n` |
number of observations. |

`nobs` |
number of observations with non-zero weights. |

`rank` |
the numeric rank of the fitted linear model. |

`df.residual` |
residual degrees of freedom for fitted model. |

`cov.unscaled` |
unscaled covariance matrix for the coefficients. |

`sigma` |
residual standard error. |

`call` |
the original function call. |

`formula` |
the model formula. |

`terms` |
a list with elements |

`levels` |
levels of the categorical regressors. |

`contrasts` |
the contrasts used for categorical regressors. |

`model` |
the full model frame (if |

`y` |
the response vector. |

`x` |
a list with elements |

1 2 3 4 5 6 7 8 9 10 | ```
data("CigarettesSW", package = "AER")
CigarettesSW$rprice <- with(CigarettesSW, price/cpi)
CigarettesSW$rincome <- with(CigarettesSW, income/population/cpi)
CigarettesSW$tdiff <- with(CigarettesSW, (taxs - tax)/cpi)
fm2 <- ivreg.EX(log(packs) ~ log(rprice) + log(rincome) | tdiff + log(rincome),
data = CigarettesSW, subset = year == "1995")
lmfit <- lm(log(packs) ~ log(rprice) + log(rincome), data = CigarettesSW, subset = year == "1995")
coeftestIV(fm2, lmfit, 'log(rprice)')
``` |

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