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tests/testthat/_snaps/outlier_tests.md
In robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing
test_cpv() works correctly
$pval
[1] 0.0695
$critical
5% 10% 90% 95%
-1.633993 -1.263570 1.312383 1.658018
simes() works correctly
$reject
[1] FALSE
$alpha
[1] 0.1
$details
pvals alpha_adj reject_adj
1 0.15 0.03333333 FALSE
2 0.20 0.06666667 FALSE
3 0.30 0.10000000 FALSE
$reject
[1] TRUE
$alpha
[1] 0.1
$details
pvals alpha_adj reject_adj
1 0.01 0.03333333 TRUE
2 0.20 0.06666667 FALSE
3 0.50 0.10000000 FALSE
multi_cutoff() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 | x1 + z2
Iterations: 0
Final selection: Outliers found: 9 Outliers proportion: 0.009
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 | x1 + z2
Iterations: 0
Final selection: Outliers found: 21 Outliers proportion: 0.021
proptest() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
$gamma0.06
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 7
Final selection: Outliers found: 39 Outliers proportion: 0.039
$gamma0.07
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 44 Outliers proportion: 0.044
$gamma0.08
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 53 Outliers proportion: 0.053
$gamma0.09
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 83 Outliers proportion: 0.083
$gamma0.1
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 93 Outliers proportion: 0.093
iter_test iter_act gamma t type pval alpha reject
gamma0.01 0 0 0.01 -1.498485 two-sided 0.13400726 0.05 FALSE
gamma0.02 0 0 0.02 -1.738476 two-sided 0.08212701 0.05 FALSE
gamma0.03 0 0 0.03 -1.519491 two-sided 0.12863889 0.05 FALSE
gamma0.04 0 0 0.04 -2.085486 two-sided 0.03702521 0.05 TRUE
gamma0.05 0 0 0.05 -1.518281 two-sided 0.12894347 0.05 FALSE
gamma0.06 0 0 0.06 -1.645175 two-sided 0.09993369 0.05 FALSE
gamma0.07 0 0 0.07 -1.375557 two-sided 0.16895896 0.05 FALSE
gamma0.08 0 0 0.08 -1.509687 two-sided 0.13112324 0.05 FALSE
gamma0.09 0 0 0.09 0.000000 two-sided 1.00000000 0.05 FALSE
gamma0.1 0 0 0.10 0.175567 two-sided 0.86063411 0.05 FALSE
iter_test iter_act gamma t type pval alpha reject
gamma0.01 1 1 0.01 -1.4387783 two-sided 0.15021334 0.05 FALSE
gamma0.02 1 1 0.02 -1.4056773 two-sided 0.15981998 0.05 FALSE
gamma0.03 1 1 0.03 -1.4772377 two-sided 0.13961194 0.05 FALSE
gamma0.04 1 1 0.04 -2.0041688 two-sided 0.04505198 0.05 TRUE
gamma0.05 1 1 0.05 -1.4227549 two-sided 0.15480722 0.05 FALSE
gamma0.06 1 1 0.06 -1.7920213 two-sided 0.07312955 0.05 FALSE
gamma0.07 1 1 0.07 -1.2321766 two-sided 0.21788313 0.05 FALSE
gamma0.08 1 1 0.08 -2.1233583 two-sided 0.03372384 0.05 TRUE
gamma0.09 1 1 0.09 -0.3043243 two-sided 0.76088085 0.05 FALSE
gamma0.1 1 1 0.10 -0.1950643 two-sided 0.84534264 0.05 FALSE
iter_test iter_act gamma t type pval alpha
gamma0.01 convergence 4 0.01 -1.6123662 two-sided 0.10688228 0.05
gamma0.02 convergence 3 0.02 -1.2189020 two-sided 0.22288139 0.05
gamma0.03 convergence 3 0.03 -1.1937121 two-sided 0.23259059 0.05
gamma0.04 convergence 3 0.04 -1.5147268 two-sided 0.12984159 0.05
gamma0.05 convergence 6 0.05 -1.6510595 two-sided 0.09872642 0.05
gamma0.06 convergence 7 0.06 -1.6741743 two-sided 0.09409635 0.05
gamma0.07 convergence 200 0.07 -1.8332990 two-sided 0.06675812 0.05
gamma0.08 convergence 200 0.08 -1.7058333 two-sided 0.08803911 0.05
gamma0.09 convergence 6 0.09 -0.4002577 two-sided 0.68896671 0.05
gamma0.1 convergence 200 0.10 -0.3651571 two-sided 0.71499415 0.05
reject
gamma0.01 FALSE
gamma0.02 FALSE
gamma0.03 FALSE
gamma0.04 FALSE
gamma0.05 FALSE
gamma0.06 FALSE
gamma0.07 FALSE
gamma0.08 FALSE
gamma0.09 FALSE
gamma0.1 FALSE
iter_test iter_act gamma t type pval alpha reject
gamma0.01 3 3 0.01 -1.6181489 one-sided 0.9471847 0.05 FALSE
gamma0.02 3 3 0.02 -1.2367199 one-sided 0.8919045 0.05 FALSE
gamma0.03 3 3 0.03 -1.2308956 one-sided 0.8908190 0.05 FALSE
gamma0.04 3 3 0.04 -1.5932008 one-sided 0.9444424 0.05 FALSE
gamma0.05 3 3 0.05 -1.6774488 one-sided 0.9532726 0.05 FALSE
gamma0.06 3 3 0.06 -2.0214423 one-sided 0.9783830 0.05 FALSE
gamma0.07 3 3 0.07 -1.5956969 one-sided 0.9447218 0.05 FALSE
gamma0.08 3 3 0.08 -1.7630925 one-sided 0.9610576 0.05 FALSE
gamma0.09 3 3 0.09 -0.5471043 one-sided 0.7078465 0.05 FALSE
gamma0.1 3 3 0.10 -1.0276042 one-sided 0.8479320 0.05 FALSE
iter_test iter_act gamma t type pval alpha reject
gamma0.01 5 5 0.01 -1.6126772 two-sided 0.10681465 0.01 FALSE
gamma0.02 5 5 0.02 -1.2208033 two-sided 0.22216050 0.01 FALSE
gamma0.03 5 5 0.03 -1.1993882 two-sided 0.23037705 0.01 FALSE
gamma0.04 5 5 0.04 -1.5298316 two-sided 0.12605842 0.01 FALSE
gamma0.05 5 5 0.05 -1.6794772 two-sided 0.09305909 0.01 FALSE
gamma0.06 5 5 0.06 -1.7183770 two-sided 0.08572787 0.01 FALSE
gamma0.07 5 5 0.07 -2.1945682 two-sided 0.02819459 0.01 FALSE
gamma0.08 5 5 0.08 -1.7252248 two-sided 0.08448697 0.01 FALSE
gamma0.09 5 5 0.09 -0.4261803 two-sided 0.66997644 0.01 FALSE
gamma0.1 5 5 0.10 -0.5638430 two-sided 0.57286096 0.01 FALSE
iter_test iter_act gamma t type pval alpha reject
1 1 1 0.05 -1.552096 two-sided 0.1206392 0.1 FALSE
iter_test iter_act gamma t type pval alpha reject
1 1 1 0.05 -1.552096 one-sided 0.9396804 0.1 FALSE
iter_test iter_act gamma t type pval alpha reject
1 convergence 4 0.01 -1.612366 two-sided 0.1068823 0.1 FALSE
counttest() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
$gamma0.06
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 7
Final selection: Outliers found: 39 Outliers proportion: 0.039
$gamma0.07
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 44 Outliers proportion: 0.044
$gamma0.08
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 53 Outliers proportion: 0.053
$gamma0.09
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 83 Outliers proportion: 0.083
$gamma0.1
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 93 Outliers proportion: 0.093
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 0 0 0.01 6 10 two-sided 0.2656770 0.05
gamma0.02 0 0 0.02 14 20 two-sided 0.2170493 0.05
gamma0.03 0 0 0.03 24 30 two-sided 0.3146255 0.05
gamma0.04 0 0 0.04 31 40 two-sided 0.1779894 0.05
gamma0.05 0 0 0.05 43 50 two-sided 0.3576795 0.05
gamma0.06 0 0 0.06 52 60 two-sided 0.3326227 0.05
gamma0.07 0 0 0.07 63 70 two-sided 0.4371423 0.05
gamma0.08 0 0 0.08 72 80 two-sided 0.4016203 0.05
gamma0.09 0 0 0.09 90 90 two-sided 1.0000000 0.05
gamma0.1 0 0 0.10 101 100 two-sided 0.9202780 0.05
reject tsmethod
gamma0.01 FALSE minlike
gamma0.02 FALSE minlike
gamma0.03 FALSE minlike
gamma0.04 FALSE minlike
gamma0.05 FALSE minlike
gamma0.06 FALSE minlike
gamma0.07 FALSE minlike
gamma0.08 FALSE minlike
gamma0.09 FALSE minlike
gamma0.1 FALSE minlike
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 1 1 0.01 5 10 two-sided 0.15054444 0.05
gamma0.02 1 1 0.02 13 20 two-sided 0.14401442 0.05
gamma0.03 1 1 0.03 21 30 two-sided 0.11928773 0.05
gamma0.04 1 1 0.04 26 40 two-sided 0.02633286 0.05
gamma0.05 1 1 0.05 39 50 two-sided 0.13673055 0.05
gamma0.06 1 1 0.06 45 60 two-sided 0.05254593 0.05
gamma0.07 1 1 0.07 59 70 two-sided 0.20897985 0.05
gamma0.08 1 1 0.08 60 80 two-sided 0.02509043 0.05
gamma0.09 1 1 0.09 87 90 two-sided 0.79222703 0.05
gamma0.1 1 1 0.10 98 100 two-sided 0.88081167 0.05
reject tsmethod
gamma0.01 FALSE minlike
gamma0.02 FALSE minlike
gamma0.03 FALSE minlike
gamma0.04 TRUE minlike
gamma0.05 FALSE minlike
gamma0.06 FALSE minlike
gamma0.07 FALSE minlike
gamma0.08 TRUE minlike
gamma0.09 FALSE minlike
gamma0.1 FALSE minlike
iter_test iter_act gamma num_act num_exp type pval
gamma0.01 convergence 4 0.01 4 10 two-sided 0.056294298
gamma0.02 convergence 3 0.02 13 20 two-sided 0.144014422
gamma0.03 convergence 3 0.03 21 30 two-sided 0.119287726
gamma0.04 convergence 3 0.04 26 40 two-sided 0.026332860
gamma0.05 convergence 6 0.05 32 50 two-sided 0.008727532
gamma0.06 convergence 7 0.06 39 60 two-sided 0.005375416
gamma0.07 convergence 200 0.07 44 70 two-sided 0.001210411
gamma0.08 convergence 200 0.08 53 80 two-sided 0.001708474
gamma0.09 convergence 6 0.09 83 90 two-sided 0.493239774
gamma0.1 convergence 200 0.10 93 100 two-sided 0.515706168
alpha reject tsmethod
gamma0.01 0.05 FALSE minlike
gamma0.02 0.05 FALSE minlike
gamma0.03 0.05 FALSE minlike
gamma0.04 0.05 TRUE minlike
gamma0.05 0.05 TRUE minlike
gamma0.06 0.05 TRUE minlike
gamma0.07 0.05 TRUE minlike
gamma0.08 0.05 TRUE minlike
gamma0.09 0.05 FALSE minlike
gamma0.1 0.05 FALSE minlike
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 3 3 0.01 4 10 one-sided 0.9896639 0.05
gamma0.02 3 3 0.02 13 20 one-sided 0.9609880 0.05
gamma0.03 3 3 0.03 21 30 one-sided 0.9647154 0.05
gamma0.04 3 3 0.04 26 40 one-sided 0.9924336 0.05
gamma0.05 3 3 0.05 33 50 one-sided 0.9956071 0.05
gamma0.06 3 3 0.06 37 60 one-sided 0.9994236 0.05
gamma0.07 3 3 0.07 50 70 one-sided 0.9948595 0.05
gamma0.08 3 3 0.08 56 80 one-sided 0.9980168 0.05
gamma0.09 3 3 0.09 82 90 one-sided 0.8140138 0.05
gamma0.1 3 3 0.10 84 100 one-sided 0.9536794 0.05
reject tsmethod
gamma0.01 FALSE <NA>
gamma0.02 FALSE <NA>
gamma0.03 FALSE <NA>
gamma0.04 FALSE <NA>
gamma0.05 FALSE <NA>
gamma0.06 FALSE <NA>
gamma0.07 FALSE <NA>
gamma0.08 FALSE <NA>
gamma0.09 FALSE <NA>
gamma0.1 FALSE <NA>
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 5 5 0.01 4 10 two-sided 0.0562942979 0.01
gamma0.02 5 5 0.02 13 20 two-sided 0.1440144221 0.01
gamma0.03 5 5 0.03 21 30 two-sided 0.1192877265 0.01
gamma0.04 5 5 0.04 26 40 two-sided 0.0263328596 0.01
gamma0.05 5 5 0.05 32 50 two-sided 0.0087275321 0.01
gamma0.06 5 5 0.06 39 60 two-sided 0.0053754156 0.01
gamma0.07 5 5 0.07 40 70 two-sided 0.0001566919 0.01
gamma0.08 5 5 0.08 54 80 two-sided 0.0025073073 0.01
gamma0.09 5 5 0.09 83 90 two-sided 0.4932397737 0.01
gamma0.1 5 5 0.10 90 100 two-sided 0.3419450172 0.01
reject tsmethod
gamma0.01 FALSE minlike
gamma0.02 FALSE minlike
gamma0.03 FALSE minlike
gamma0.04 FALSE minlike
gamma0.05 TRUE minlike
gamma0.06 TRUE minlike
gamma0.07 TRUE minlike
gamma0.08 TRUE minlike
gamma0.09 FALSE minlike
gamma0.1 FALSE minlike
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 two-sided 0.1030514 0.1 FALSE
tsmethod
1 minlike
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 one-sided 0.9660451 0.1 FALSE
tsmethod
1 <NA>
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 two-sided 0.09474133 0.1 TRUE
tsmethod
1 central
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 two-sided 0.1030514 0.1 FALSE
tsmethod
1 minlike
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 two-sided 0.0897616 0.1 TRUE
tsmethod
1 blaker
multi_cutoff_to_fodr_vec() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
$gamma0.06
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 7
Final selection: Outliers found: 39 Outliers proportion: 0.039
$gamma0.07
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 20
Final selection: Outliers found: 44 Outliers proportion: 0.044
$gamma0.08
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 20
Final selection: Outliers found: 52 Outliers proportion: 0.052
$gamma0.09
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 83 Outliers proportion: 0.083
$gamma0.1
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 20
Final selection: Outliers found: 92 Outliers proportion: 0.092
gamma0.01 gamma0.02 gamma0.03 gamma0.04 gamma0.05 gamma0.06
-0.12649111 -0.18973666 -0.18973666 -0.28460499 -0.22135944 -0.25298221
gamma0.07 gamma0.08 gamma0.09 gamma0.1
-0.22135944 -0.25298221 0.00000000 0.03162278
gamma0.01 gamma0.02 gamma0.03 gamma0.04 gamma0.05 gamma0.06 gamma0.07
-0.1897367 -0.2213594 -0.2846050 -0.4427189 -0.5692100 -0.6640783 -0.8221922
gamma0.08 gamma0.09 gamma0.1
-0.8854377 -0.2213594 -0.2529822
sumtest() works correctly
iter_test t type pval alpha reject
1 0 -2.183462 two-sided 0.02900181 0.05 TRUE
iter_test t type pval alpha reject
1 1 -1.899785 one-sided 0.9712693 0.05 FALSE
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
iter_test t type pval alpha reject
1 convergence -1.705318 two-sided 0.08813521 0.05 FALSE
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 20 Outliers proportion: 0.02
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 29 Outliers proportion: 0.029
iter_test t type pval alpha reject
1 0 -2.255126 two-sided 0.02412544 0.05 TRUE
suptest() works correctly
iter_test test_value pval alpha reject
1 0 0.284605 0.08934 0.05 FALSE
iter_test test_value pval alpha reject
1 1 0.4427189 0.09846 0.1 TRUE
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
iter_test test_value pval alpha reject
1 convergence 0.56921 0.12024 0.05 FALSE
globaltest() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 36 Outliers proportion: 0.036
$reject
[1] FALSE
$global_alpha
[1] 0.05
$tests
iter_test iter_act gamma t type pval alpha reject
gamma0.01 0 0 0.01 -1.498485 two-sided 0.13400726 0.05 FALSE
gamma0.02 0 0 0.02 -1.738476 two-sided 0.08212701 0.05 FALSE
gamma0.03 0 0 0.03 -1.519491 two-sided 0.12863889 0.05 FALSE
gamma0.04 0 0 0.04 -2.085486 two-sided 0.03702521 0.05 TRUE
gamma0.05 0 0 0.05 -1.518281 two-sided 0.12894347 0.05 FALSE
alpha_adj reject_adj
gamma0.01 0.05 FALSE
gamma0.02 0.02 FALSE
gamma0.03 0.03 FALSE
gamma0.04 0.01 FALSE
gamma0.05 0.04 FALSE
$reject
[1] FALSE
$global_alpha
[1] 0.05
$tests
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 0 0 0.01 6 10 two-sided 0.2656770 0.05
gamma0.02 0 0 0.02 14 20 two-sided 0.2170493 0.05
gamma0.03 0 0 0.03 24 30 two-sided 0.3146255 0.05
gamma0.04 0 0 0.04 31 40 two-sided 0.1779894 0.05
gamma0.05 0 0 0.05 43 50 two-sided 0.3576795 0.05
reject tsmethod alpha_adj reject_adj
gamma0.01 FALSE minlike 0.03 FALSE
gamma0.02 FALSE minlike 0.02 FALSE
gamma0.03 FALSE minlike 0.04 FALSE
gamma0.04 FALSE minlike 0.01 FALSE
gamma0.05 FALSE minlike 0.05 FALSE
$reject
[1] FALSE
$global_alpha
[1] 0.05
$tests
iter_test iter_act gamma t type pval alpha
gamma0.01 convergence 5 0.01 -1.612366 two-sided 0.10688228 0.05
gamma0.02 convergence 20 0.02 -1.218902 two-sided 0.22288139 0.05
gamma0.03 convergence 4 0.03 -1.458982 two-sided 0.14457020 0.05
gamma0.04 convergence 5 0.04 -1.731116 two-sided 0.08343101 0.05
gamma0.05 convergence 7 0.05 -1.651060 two-sided 0.09872642 0.05
reject alpha_adj reject_adj
gamma0.01 FALSE 0.03 FALSE
gamma0.02 FALSE 0.05 FALSE
gamma0.03 FALSE 0.04 FALSE
gamma0.04 FALSE 0.01 FALSE
gamma0.05 FALSE 0.02 FALSE
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test_cpv() works correctly
$pval
[1] 0.0695
$critical
5% 10% 90% 95%
-1.633993 -1.263570 1.312383 1.658018
simes() works correctly
$reject
[1] FALSE
$alpha
[1] 0.1
$details
pvals alpha_adj reject_adj
1 0.15 0.03333333 FALSE
2 0.20 0.06666667 FALSE
3 0.30 0.10000000 FALSE
$reject
[1] TRUE
$alpha
[1] 0.1
$details
pvals alpha_adj reject_adj
1 0.01 0.03333333 TRUE
2 0.20 0.06666667 FALSE
3 0.50 0.10000000 FALSE
multi_cutoff() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 | x1 + z2
Iterations: 0
Final selection: Outliers found: 9 Outliers proportion: 0.009
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 | x1 + z2
Iterations: 0
Final selection: Outliers found: 21 Outliers proportion: 0.021
proptest() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
$gamma0.06
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 7
Final selection: Outliers found: 39 Outliers proportion: 0.039
$gamma0.07
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 44 Outliers proportion: 0.044
$gamma0.08
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 53 Outliers proportion: 0.053
$gamma0.09
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 83 Outliers proportion: 0.083
$gamma0.1
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 93 Outliers proportion: 0.093
iter_test iter_act gamma t type pval alpha reject
gamma0.01 0 0 0.01 -1.498485 two-sided 0.13400726 0.05 FALSE
gamma0.02 0 0 0.02 -1.738476 two-sided 0.08212701 0.05 FALSE
gamma0.03 0 0 0.03 -1.519491 two-sided 0.12863889 0.05 FALSE
gamma0.04 0 0 0.04 -2.085486 two-sided 0.03702521 0.05 TRUE
gamma0.05 0 0 0.05 -1.518281 two-sided 0.12894347 0.05 FALSE
gamma0.06 0 0 0.06 -1.645175 two-sided 0.09993369 0.05 FALSE
gamma0.07 0 0 0.07 -1.375557 two-sided 0.16895896 0.05 FALSE
gamma0.08 0 0 0.08 -1.509687 two-sided 0.13112324 0.05 FALSE
gamma0.09 0 0 0.09 0.000000 two-sided 1.00000000 0.05 FALSE
gamma0.1 0 0 0.10 0.175567 two-sided 0.86063411 0.05 FALSE
iter_test iter_act gamma t type pval alpha reject
gamma0.01 1 1 0.01 -1.4387783 two-sided 0.15021334 0.05 FALSE
gamma0.02 1 1 0.02 -1.4056773 two-sided 0.15981998 0.05 FALSE
gamma0.03 1 1 0.03 -1.4772377 two-sided 0.13961194 0.05 FALSE
gamma0.04 1 1 0.04 -2.0041688 two-sided 0.04505198 0.05 TRUE
gamma0.05 1 1 0.05 -1.4227549 two-sided 0.15480722 0.05 FALSE
gamma0.06 1 1 0.06 -1.7920213 two-sided 0.07312955 0.05 FALSE
gamma0.07 1 1 0.07 -1.2321766 two-sided 0.21788313 0.05 FALSE
gamma0.08 1 1 0.08 -2.1233583 two-sided 0.03372384 0.05 TRUE
gamma0.09 1 1 0.09 -0.3043243 two-sided 0.76088085 0.05 FALSE
gamma0.1 1 1 0.10 -0.1950643 two-sided 0.84534264 0.05 FALSE
iter_test iter_act gamma t type pval alpha
gamma0.01 convergence 4 0.01 -1.6123662 two-sided 0.10688228 0.05
gamma0.02 convergence 3 0.02 -1.2189020 two-sided 0.22288139 0.05
gamma0.03 convergence 3 0.03 -1.1937121 two-sided 0.23259059 0.05
gamma0.04 convergence 3 0.04 -1.5147268 two-sided 0.12984159 0.05
gamma0.05 convergence 6 0.05 -1.6510595 two-sided 0.09872642 0.05
gamma0.06 convergence 7 0.06 -1.6741743 two-sided 0.09409635 0.05
gamma0.07 convergence 200 0.07 -1.8332990 two-sided 0.06675812 0.05
gamma0.08 convergence 200 0.08 -1.7058333 two-sided 0.08803911 0.05
gamma0.09 convergence 6 0.09 -0.4002577 two-sided 0.68896671 0.05
gamma0.1 convergence 200 0.10 -0.3651571 two-sided 0.71499415 0.05
reject
gamma0.01 FALSE
gamma0.02 FALSE
gamma0.03 FALSE
gamma0.04 FALSE
gamma0.05 FALSE
gamma0.06 FALSE
gamma0.07 FALSE
gamma0.08 FALSE
gamma0.09 FALSE
gamma0.1 FALSE
iter_test iter_act gamma t type pval alpha reject
gamma0.01 3 3 0.01 -1.6181489 one-sided 0.9471847 0.05 FALSE
gamma0.02 3 3 0.02 -1.2367199 one-sided 0.8919045 0.05 FALSE
gamma0.03 3 3 0.03 -1.2308956 one-sided 0.8908190 0.05 FALSE
gamma0.04 3 3 0.04 -1.5932008 one-sided 0.9444424 0.05 FALSE
gamma0.05 3 3 0.05 -1.6774488 one-sided 0.9532726 0.05 FALSE
gamma0.06 3 3 0.06 -2.0214423 one-sided 0.9783830 0.05 FALSE
gamma0.07 3 3 0.07 -1.5956969 one-sided 0.9447218 0.05 FALSE
gamma0.08 3 3 0.08 -1.7630925 one-sided 0.9610576 0.05 FALSE
gamma0.09 3 3 0.09 -0.5471043 one-sided 0.7078465 0.05 FALSE
gamma0.1 3 3 0.10 -1.0276042 one-sided 0.8479320 0.05 FALSE
iter_test iter_act gamma t type pval alpha reject
gamma0.01 5 5 0.01 -1.6126772 two-sided 0.10681465 0.01 FALSE
gamma0.02 5 5 0.02 -1.2208033 two-sided 0.22216050 0.01 FALSE
gamma0.03 5 5 0.03 -1.1993882 two-sided 0.23037705 0.01 FALSE
gamma0.04 5 5 0.04 -1.5298316 two-sided 0.12605842 0.01 FALSE
gamma0.05 5 5 0.05 -1.6794772 two-sided 0.09305909 0.01 FALSE
gamma0.06 5 5 0.06 -1.7183770 two-sided 0.08572787 0.01 FALSE
gamma0.07 5 5 0.07 -2.1945682 two-sided 0.02819459 0.01 FALSE
gamma0.08 5 5 0.08 -1.7252248 two-sided 0.08448697 0.01 FALSE
gamma0.09 5 5 0.09 -0.4261803 two-sided 0.66997644 0.01 FALSE
gamma0.1 5 5 0.10 -0.5638430 two-sided 0.57286096 0.01 FALSE
iter_test iter_act gamma t type pval alpha reject
1 1 1 0.05 -1.552096 two-sided 0.1206392 0.1 FALSE
iter_test iter_act gamma t type pval alpha reject
1 1 1 0.05 -1.552096 one-sided 0.9396804 0.1 FALSE
iter_test iter_act gamma t type pval alpha reject
1 convergence 4 0.01 -1.612366 two-sided 0.1068823 0.1 FALSE
counttest() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
$gamma0.06
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 7
Final selection: Outliers found: 39 Outliers proportion: 0.039
$gamma0.07
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 44 Outliers proportion: 0.044
$gamma0.08
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 53 Outliers proportion: 0.053
$gamma0.09
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 83 Outliers proportion: 0.083
$gamma0.1
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 200
Final selection: Outliers found: 93 Outliers proportion: 0.093
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 0 0 0.01 6 10 two-sided 0.2656770 0.05
gamma0.02 0 0 0.02 14 20 two-sided 0.2170493 0.05
gamma0.03 0 0 0.03 24 30 two-sided 0.3146255 0.05
gamma0.04 0 0 0.04 31 40 two-sided 0.1779894 0.05
gamma0.05 0 0 0.05 43 50 two-sided 0.3576795 0.05
gamma0.06 0 0 0.06 52 60 two-sided 0.3326227 0.05
gamma0.07 0 0 0.07 63 70 two-sided 0.4371423 0.05
gamma0.08 0 0 0.08 72 80 two-sided 0.4016203 0.05
gamma0.09 0 0 0.09 90 90 two-sided 1.0000000 0.05
gamma0.1 0 0 0.10 101 100 two-sided 0.9202780 0.05
reject tsmethod
gamma0.01 FALSE minlike
gamma0.02 FALSE minlike
gamma0.03 FALSE minlike
gamma0.04 FALSE minlike
gamma0.05 FALSE minlike
gamma0.06 FALSE minlike
gamma0.07 FALSE minlike
gamma0.08 FALSE minlike
gamma0.09 FALSE minlike
gamma0.1 FALSE minlike
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 1 1 0.01 5 10 two-sided 0.15054444 0.05
gamma0.02 1 1 0.02 13 20 two-sided 0.14401442 0.05
gamma0.03 1 1 0.03 21 30 two-sided 0.11928773 0.05
gamma0.04 1 1 0.04 26 40 two-sided 0.02633286 0.05
gamma0.05 1 1 0.05 39 50 two-sided 0.13673055 0.05
gamma0.06 1 1 0.06 45 60 two-sided 0.05254593 0.05
gamma0.07 1 1 0.07 59 70 two-sided 0.20897985 0.05
gamma0.08 1 1 0.08 60 80 two-sided 0.02509043 0.05
gamma0.09 1 1 0.09 87 90 two-sided 0.79222703 0.05
gamma0.1 1 1 0.10 98 100 two-sided 0.88081167 0.05
reject tsmethod
gamma0.01 FALSE minlike
gamma0.02 FALSE minlike
gamma0.03 FALSE minlike
gamma0.04 TRUE minlike
gamma0.05 FALSE minlike
gamma0.06 FALSE minlike
gamma0.07 FALSE minlike
gamma0.08 TRUE minlike
gamma0.09 FALSE minlike
gamma0.1 FALSE minlike
iter_test iter_act gamma num_act num_exp type pval
gamma0.01 convergence 4 0.01 4 10 two-sided 0.056294298
gamma0.02 convergence 3 0.02 13 20 two-sided 0.144014422
gamma0.03 convergence 3 0.03 21 30 two-sided 0.119287726
gamma0.04 convergence 3 0.04 26 40 two-sided 0.026332860
gamma0.05 convergence 6 0.05 32 50 two-sided 0.008727532
gamma0.06 convergence 7 0.06 39 60 two-sided 0.005375416
gamma0.07 convergence 200 0.07 44 70 two-sided 0.001210411
gamma0.08 convergence 200 0.08 53 80 two-sided 0.001708474
gamma0.09 convergence 6 0.09 83 90 two-sided 0.493239774
gamma0.1 convergence 200 0.10 93 100 two-sided 0.515706168
alpha reject tsmethod
gamma0.01 0.05 FALSE minlike
gamma0.02 0.05 FALSE minlike
gamma0.03 0.05 FALSE minlike
gamma0.04 0.05 TRUE minlike
gamma0.05 0.05 TRUE minlike
gamma0.06 0.05 TRUE minlike
gamma0.07 0.05 TRUE minlike
gamma0.08 0.05 TRUE minlike
gamma0.09 0.05 FALSE minlike
gamma0.1 0.05 FALSE minlike
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 3 3 0.01 4 10 one-sided 0.9896639 0.05
gamma0.02 3 3 0.02 13 20 one-sided 0.9609880 0.05
gamma0.03 3 3 0.03 21 30 one-sided 0.9647154 0.05
gamma0.04 3 3 0.04 26 40 one-sided 0.9924336 0.05
gamma0.05 3 3 0.05 33 50 one-sided 0.9956071 0.05
gamma0.06 3 3 0.06 37 60 one-sided 0.9994236 0.05
gamma0.07 3 3 0.07 50 70 one-sided 0.9948595 0.05
gamma0.08 3 3 0.08 56 80 one-sided 0.9980168 0.05
gamma0.09 3 3 0.09 82 90 one-sided 0.8140138 0.05
gamma0.1 3 3 0.10 84 100 one-sided 0.9536794 0.05
reject tsmethod
gamma0.01 FALSE <NA>
gamma0.02 FALSE <NA>
gamma0.03 FALSE <NA>
gamma0.04 FALSE <NA>
gamma0.05 FALSE <NA>
gamma0.06 FALSE <NA>
gamma0.07 FALSE <NA>
gamma0.08 FALSE <NA>
gamma0.09 FALSE <NA>
gamma0.1 FALSE <NA>
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 5 5 0.01 4 10 two-sided 0.0562942979 0.01
gamma0.02 5 5 0.02 13 20 two-sided 0.1440144221 0.01
gamma0.03 5 5 0.03 21 30 two-sided 0.1192877265 0.01
gamma0.04 5 5 0.04 26 40 two-sided 0.0263328596 0.01
gamma0.05 5 5 0.05 32 50 two-sided 0.0087275321 0.01
gamma0.06 5 5 0.06 39 60 two-sided 0.0053754156 0.01
gamma0.07 5 5 0.07 40 70 two-sided 0.0001566919 0.01
gamma0.08 5 5 0.08 54 80 two-sided 0.0025073073 0.01
gamma0.09 5 5 0.09 83 90 two-sided 0.4932397737 0.01
gamma0.1 5 5 0.10 90 100 two-sided 0.3419450172 0.01
reject tsmethod
gamma0.01 FALSE minlike
gamma0.02 FALSE minlike
gamma0.03 FALSE minlike
gamma0.04 FALSE minlike
gamma0.05 TRUE minlike
gamma0.06 TRUE minlike
gamma0.07 TRUE minlike
gamma0.08 TRUE minlike
gamma0.09 FALSE minlike
gamma0.1 FALSE minlike
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 two-sided 0.1030514 0.1 FALSE
tsmethod
1 minlike
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 one-sided 0.9660451 0.1 FALSE
tsmethod
1 <NA>
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 two-sided 0.09474133 0.1 TRUE
tsmethod
1 central
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 two-sided 0.1030514 0.1 FALSE
tsmethod
1 minlike
iter_test iter_act gamma num_act num_exp type pval alpha reject
1 1 1 0.05 38 50 two-sided 0.0897616 0.1 TRUE
tsmethod
1 blaker
multi_cutoff_to_fodr_vec() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
$gamma0.06
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 7
Final selection: Outliers found: 39 Outliers proportion: 0.039
$gamma0.07
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 20
Final selection: Outliers found: 44 Outliers proportion: 0.044
$gamma0.08
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 20
Final selection: Outliers found: 52 Outliers proportion: 0.052
$gamma0.09
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 83 Outliers proportion: 0.083
$gamma0.1
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 20
Final selection: Outliers found: 92 Outliers proportion: 0.092
gamma0.01 gamma0.02 gamma0.03 gamma0.04 gamma0.05 gamma0.06
-0.12649111 -0.18973666 -0.18973666 -0.28460499 -0.22135944 -0.25298221
gamma0.07 gamma0.08 gamma0.09 gamma0.1
-0.22135944 -0.25298221 0.00000000 0.03162278
gamma0.01 gamma0.02 gamma0.03 gamma0.04 gamma0.05 gamma0.06 gamma0.07
-0.1897367 -0.2213594 -0.2846050 -0.4427189 -0.5692100 -0.6640783 -0.8221922
gamma0.08 gamma0.09 gamma0.1
-0.8854377 -0.2213594 -0.2529822
sumtest() works correctly
iter_test t type pval alpha reject
1 0 -2.183462 two-sided 0.02900181 0.05 TRUE
iter_test t type pval alpha reject
1 1 -1.899785 one-sided 0.9712693 0.05 FALSE
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
iter_test t type pval alpha reject
1 convergence -1.705318 two-sided 0.08813521 0.05 FALSE
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 20 Outliers proportion: 0.02
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: saturated
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 29 Outliers proportion: 0.029
iter_test t type pval alpha reject
1 0 -2.255126 two-sided 0.02412544 0.05 TRUE
suptest() works correctly
iter_test test_value pval alpha reject
1 0 0.284605 0.08934 0.05 FALSE
iter_test test_value pval alpha reject
1 1 0.4427189 0.09846 0.1 TRUE
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 4
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 3
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 6
Final selection: Outliers found: 32 Outliers proportion: 0.032
iter_test test_value pval alpha reject
1 convergence 0.56921 0.12024 0.05 FALSE
globaltest() works correctly
$gamma0.01
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 4 Outliers proportion: 0.004
$gamma0.02
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 13 Outliers proportion: 0.013
$gamma0.03
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 21 Outliers proportion: 0.021
$gamma0.04
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 26 Outliers proportion: 0.026
$gamma0.05
Outlier-Robust 2SLS Model
Initial estimator: robustified
Reference distribution: normal
Two-stage Least-Squares Model: y ~ x1 + x2 + x3 + x4 + x5 | x1 + x2 + x3 + z4 + z5 + z6
Iterations: 2
Final selection: Outliers found: 36 Outliers proportion: 0.036
$reject
[1] FALSE
$global_alpha
[1] 0.05
$tests
iter_test iter_act gamma t type pval alpha reject
gamma0.01 0 0 0.01 -1.498485 two-sided 0.13400726 0.05 FALSE
gamma0.02 0 0 0.02 -1.738476 two-sided 0.08212701 0.05 FALSE
gamma0.03 0 0 0.03 -1.519491 two-sided 0.12863889 0.05 FALSE
gamma0.04 0 0 0.04 -2.085486 two-sided 0.03702521 0.05 TRUE
gamma0.05 0 0 0.05 -1.518281 two-sided 0.12894347 0.05 FALSE
alpha_adj reject_adj
gamma0.01 0.05 FALSE
gamma0.02 0.02 FALSE
gamma0.03 0.03 FALSE
gamma0.04 0.01 FALSE
gamma0.05 0.04 FALSE
$reject
[1] FALSE
$global_alpha
[1] 0.05
$tests
iter_test iter_act gamma num_act num_exp type pval alpha
gamma0.01 0 0 0.01 6 10 two-sided 0.2656770 0.05
gamma0.02 0 0 0.02 14 20 two-sided 0.2170493 0.05
gamma0.03 0 0 0.03 24 30 two-sided 0.3146255 0.05
gamma0.04 0 0 0.04 31 40 two-sided 0.1779894 0.05
gamma0.05 0 0 0.05 43 50 two-sided 0.3576795 0.05
reject tsmethod alpha_adj reject_adj
gamma0.01 FALSE minlike 0.03 FALSE
gamma0.02 FALSE minlike 0.02 FALSE
gamma0.03 FALSE minlike 0.04 FALSE
gamma0.04 FALSE minlike 0.01 FALSE
gamma0.05 FALSE minlike 0.05 FALSE
$reject
[1] FALSE
$global_alpha
[1] 0.05
$tests
iter_test iter_act gamma t type pval alpha
gamma0.01 convergence 5 0.01 -1.612366 two-sided 0.10688228 0.05
gamma0.02 convergence 20 0.02 -1.218902 two-sided 0.22288139 0.05
gamma0.03 convergence 4 0.03 -1.458982 two-sided 0.14457020 0.05
gamma0.04 convergence 5 0.04 -1.731116 two-sided 0.08343101 0.05
gamma0.05 convergence 7 0.05 -1.651060 two-sided 0.09872642 0.05
reject alpha_adj reject_adj
gamma0.01 FALSE 0.03 FALSE
gamma0.02 FALSE 0.05 FALSE
gamma0.03 FALSE 0.04 FALSE
gamma0.04 FALSE 0.01 FALSE
gamma0.05 FALSE 0.02 FALSE
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