ivregEX-package: Create Independent Evidence in IV Analyses and Do Sensitivity...

In ivregEX: Create Independent Evidence in IV Analyses and Do Sensitivity Analysis in Regression and IV Analysis

Description

Allows you to create an evidence factor (EX analysis) in an instrumental variables regression model. Additionally, performs Sensitivity analysis for OLS analysis, 2SLS analysis and EX analysis with interpretable plotting and printing features.

Details

Index: This package was not yet installed at build time.

Author(s)

Bikram Karmakar

Maintainer: Bikram Karmakar <[e-mail]>

References

~~ Literature or other references for background information ~~

Examples

data("CigarettesSW", package = "AER")
CigarettesSW$rprice <- with(CigarettesSW, price/cpi)
CigarettesSW$rincome <- with(CigarettesSW, income/population/cpi)
CigarettesSW$tdiff <- with(CigarettesSW, (taxs - tax)/cpi)

########################

lmfit <- lm(log(packs) ~ log(rprice) + log(rincome), data = CigarettesSW, subset = year == "1995")

z <- senslm(lmfit, variable = 'log(rprice)')
z
plot(z)

######################
library(AER)

fm1 <- ivreg(log(packs) ~ log(rprice) + log(rincome) | tdiff + log(rincome),
		data = CigarettesSW, subset = year == "1995", x=TRUE)

z <- sensIvreg(fm1, variable = 'log(rprice)')
z
plot(z)

######################

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")
res = coeftestIV(fm2, lmfit, 'log(rprice)')

z <- sensIvreg(fm2, res, 'log(rprice)', effect = c(-.1, 0, .1, .15, .17))
z
plot(z)

###################

x = CigarettesSW[CigarettesSW[,'year'] == "1995", c('rprice', 'rincome')]
y = CigarettesSW[CigarettesSW[,'year'] == "1995", c('packs')]
z = CigarettesSW[CigarettesSW[,'year'] == "1995", c('tdiff', 'rincome')]

fm3 <- ivreg.fit.EX(as.matrix(x), y, z)
lmfit <- lm(packs ~ rprice + rincome, data = CigarettesSW, subset = year == "1995")
res = coeftestIV(fm3, lmfit, 'rprice')
z <- sensIvreg(fm3, res, 'rprice', effect = c(-.1, 0, .1, .15, .17))
z
plot(z)

##################

ivregEX documentation built on May 1, 2019, 10:08 p.m.