Man pages for robust2sls
Outlier Robust Two-Stage Least Squares Inference and Testing
| beta_hausman | Calculates a Hausman test on the difference between robust... |
| beta_inf | Calculates valid se for coefficients under H0 of no outliers |
| beta_inf_correction | Calculates the correction factor for inference under H0 of no... |
| beta_t | Conducts a t-test on the difference between robust and full... |
| beta_test_avar | Calculates the asymptotic variance of the difference between... |
| case_resampling | Uses nonparametric case resampling for standard errors of... |
| constants | Calculate constants across estimation |
| conv_diff | L2 norm between two most recent estimates |
| count_indices | Counts the number of times each index was sampled |
| counttest | Count test |
| estimate_param | Estimation of moments of the data |
| estimate_param_null | Estimation of moments of the data |
| evaluate_boot | Evaluate bootstrap results |
| extract_boot | Extracts bootstrap results for a specific iteration |
| extract_formula | Extract the elements of ivreg formula |
| gauge_avar | Asymptotic variance of gauge |
| gauge_covar | Asymptotic covariance of gauge |
| generate_data | Random data of 2SLS model (Monte Carlo) |
| generate_param | Parameters of 2SLS model (Monte Carlo) |
| globaltest | Global test correcting for multiple hypothesis testing |
| iis_init | Impulse Indicator Saturation (IIS initial estimator) |
| mc_grid | Monte Carlo simulations parameter grid |
| multi_cutoff | Multiple models, varying cut-off |
| multi_cutoff_to_fodr_vec | Creates a vector of the centered FODR across different... |
| mvn_sup | Multivariate normal supremum simulation |
| new_robust2sls | Constructor of robust2sls class |
| nonmissing | Determine which observations can be used for estimation |
| nonparametric | Create indices for nonparametric bootstrap |
| nonparametric_resampling | Nonparametric resampling from a data frame |
| outlier | Outlier history of single observation |
| outlier_detection | Outlier detection algorithms |
| outliers | Number of outliers |
| outliers_prop | Proportion of outliers |
| plot.robust2sls | Plotting of standardised residuals and outliers |
| print.robust2sls | Helper of robust2sls class |
| proptest | Proportion test |
| robust2sls-package | robust2sls: A package for outlier robust 2SLS inference and... |
| robustified_init | Robustified 2SLS (full sample initial estimator) |
| saturated_init | Saturated 2SLS (split-sample initial estimator) |
| selection | Create selection (non-outlying) vector from model |
| selection_iis | Create selection (non-outlying) vector from IIS model |
| simes | Simes (1986) procedure for multiple testing |
| sumtest | Scaling sum proportion test across different cut-offs |
| suptest | Supremum proportion test across different cut-offs |
| test_cpv | Critical and p-value for test statistic relative to simulated... |
| update_list | Append new iteration results to '"robust2sls"' object |
| user_init | User-specified initial estimator |
| validate_robust2sls | Validator of robust2sls class |
| varrho | Calculate varrho coefficients |
