The R package sValues implements the measure of sturdiness of coefficients proposed by Leamer (2014) and discussed in Leamer (2015). The S-values try to provide a sensible framework to assess the sensitivity of coefficient estimates to model ambiguity.
The main function of the package is the
More information can be found on its help documentation, examples and vignette.
The package also includes an example dataset on economic growth.
Leamer, E. (2014). S-values: Conventional context-minimal measures of the sturdiness of regression coefficients. Working Paper
Leamer, E. (2015). S-values and bayesian weighted all-subsets regressions. European Economic Review.
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