NEWS.md

In robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing

robust2sls 0.2.2

Minor changes

• move package doRNG from Imports to Suggests because the package has been orphaned as of 2022-12-19. Only affects the function mc_grid(), which is anyway for advanced users only

Bug Fixes

• fix bug in unit testing

robust2sls 0.2.1

Major changes

• addition of Impulse Indicator Saturation (IIS) as initial estimator for outlier detection (from ivgets package)

Minor changes

• code coverage has been extended to 100%
• update formulae for FODR under normality (estimation not required)
• all 2SLS estimation commands originally from AER package now use the ivreg package
• fixed \eqn or \deqn or with empty second argument, as suggested by CRAN maintainers

robust2sls 0.2.0

Major changes

Introduction of a suite of new functions implementing several tests for the presence of outliers in the sample.

• proportion test
• count test
• global test using Simes (1986) procedure
• scaling sum test
• scaling sup test

A vignette is included that illustrates the usage of these testing functions.

Minor changes

• change gauge_avar() to accept NULL as input for split argument
• implement asymptotic covariance of the FODR for different cut-offs
• utility function multi_cutoff() that allows to apply the same outlier detection algorithm with different cut-off / gamma values

robust2sls 0.1.0 (initial release)

robust2sls documentation built on Jan. 11, 2023, 5:13 p.m.