riv: Robust instrumental variables estimator

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

Author
Gabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar
Date of publication
2013-10-03 23:45:09
Maintainer
Gabriela Cohen-Freue <gcohen@stat.ubc.ca>
License
GPL-2
Version
2.0-4

View on CRAN

Man pages

earthquake
Alaskan earthquakes data
mortality
Mortality rate data
riv
Robust instrumental variables estimator
riv.package
Robust instrumental variables estimator package.

Files in this package

riv
riv/NAMESPACE
riv/data
riv/data/earthquake.rda
riv/data/mortality.rda
riv/R
riv/R/riv-nodummies.R
riv/R/ifconst.R
riv/R/riv_classical.R
riv/R/riv_sdest.R
riv/R/avif.R
riv/R/ifriv.R
riv/R/riv_mcdest.R
riv/R/riv_sest.R
riv/R/util.R
riv/R/riv.R
riv/R/betaiv.R
riv/R/tbsc.R
riv/R/tbsb.R
riv/R/riv-dummies.R
riv/R/ifsest.R
riv/MD5
riv/DESCRIPTION
riv/man
riv/man/riv.Rd
riv/man/earthquake.Rd
riv/man/riv.package.Rd
riv/man/mortality.Rd