riv: Robust Instrumental Variables Estimator

Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.

Getting started

Package details

AuthorGabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar
MaintainerGabriela Cohen-Freue <gcohen@stat.ubc.ca>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the riv package in your browser

Any scripts or data that you put into this service are public.

riv documentation built on May 2, 2019, 4:11 a.m.