sensEX: Sensitivity Interval for Secondary EX Estimator

Description Usage Arguments Details Value Note Author(s) See Also

View source: R/sensEX.R

Description

This function performs the background sensitivity interval calculation for the EX estimator in an instrumental variables regression model.

Usage

1
sensEX(delta1, df, est, se, rhoYX1.X1sq, alpha = 0.05, talpha)

Arguments

delta1

A numeric vector of values of the first sensitivity parameter. Default value seq(-.1, .1, .01). Not used for 2SLS estimator.

df, est, se

Degrees of freedom of the model; 2SLS estimate and its standard error.

rhoYX1.X1sq

squared partial correlation of the instruments and the treatment.

alpha

Significance level. Default at 0.05.

talpha

If the interval is to be adjested for model selection etc, the multiplicative factor to be used. Optional.

Details

See the description of sensIvreg.

Value

Returns an object of class "si".

An object if class "si" is essentially a matrix of two columns for the the upper and lower sensitivity limits corresponding to the sensitivity parameters.

Note

Do not use this function by itself, use sensIvreg function.

Author(s)

Bikram Karmakar

See Also

sensIvreg, plot.si


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