sensOLS: Sensitivity Interval for Least Squared Estimator

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

View source: R/sensOLS.R

Description

This function performs the background sensitivity interval calculation for the OLS estimator in a regression model.

Usage

1
sensOLS(delta1, df, est, se, 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.

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 senslm.

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 senslm function.

Author(s)

Bikram Karmakar

See Also

senslm, plot.si


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