beta_t: Conducts a t-test on the difference between robust and full...

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

Conducts a t-test on the difference between robust and full sample estimates

Description

Conducts a t-test on the difference between robust and full sample estimates

Usage

beta_t(robust2sls_object, iteration, element, fp = FALSE)

Arguments

robust2sls_object	An object of class "robust2sls".
iteration	An integer > 0 specifying the iteration step for which parameters to calculate corrected standard errors.
element	An index or a string to select the coefficient which is to be tested. The index should refer to the index of coefficients in the "ivreg" model object, i.e. $coefficients.
fp	A logical value whether the fixed point asymptotic variance (TRUE) or the exact iteration asymptotic variance should be used (FALSE).

Details

Argument fp determines whether the fixed point asymptotic variance should be used. This argument is only respected if the specified iteration is one of the iterations after the algorithm converged.

Value

beta_t returns a matrix with the robust and full sample estimates of beta, the t statistic on their difference, the standard error of the difference, and three p-values (two-sided, both one-sided alternatives).

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