multi_cutoff_to_fodr_vec: Creates a vector of the centered FODR across different...

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

Creates a vector of the centered FODR across different cut-offs

Description

multi_cutoff_to_fodr_vec() takes a list of "robust2sls" objects and returns a vector of the centered FODR (sample - expected) for different values of the cut-off c (equivalently gamma): \loadmathjax \mjdeqn \sqrtn(\widehat\gamma_c - \gamma_c) sqrt(n)(gamma_hat - gamma)

Usage

multi_cutoff_to_fodr_vec(robust2sls_object, iteration)

Arguments

robust2sls_object	A list of "robust2sls" objects.
iteration	An integer >= 0 or the character "convergence" that determines which iteration is used for the test.

Details

See outlier_detection() and multi_cutoff() for creating an object of class "robust2sls" or a list thereof.

Value

A numeric vector of the centered FODR values.

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