eff_F: Effective F

In apoorvalal/ivDiag: Estimation and Diagnostic Tools for Instrumental Variables Designs

Effective F

Description

Computes the effective F statistic.

Usage

eff_F(data, Y, D, Z, controls = NULL, FE = NULL, cl = NULL, 
  weights = NULL, prec = 4)

Arguments

data	name of a dataframe.
Y	a string indicating the outcome variable.
D	a string indicating the treatment variable.
Z	a vector of strings indicating the instrumental variables.
controls	a vector of strings indicating the control variables.
FE	a vector of strings indicating the fixed effects variables.
cl	a string indicating the clustering variable.
weights	a string indicating the variable that stores weights.
prec	precision of results (4 by default).

Value

the effective F statistic.

References

Olea, José Luis Montiel, and Carolin Pflueger. 2013. "A Robust Test for Weak Instruments."" Journal of Business & Economic Statistics 31 (3): 358–69.

See Also

ivDiag

Examples

effF <- eff_F(data = rueda, Y = "e_vote_buying", D = "lm_pob_mesa", 
    Z = "lz_pob_mesa_f", controls = c("lpopulation", "lpotencial"), 
    cl = "muni_code")
library(testthat)
test_that("Check effective F", {
  expect_equal(floor(as.numeric(effF)), 8598)
})

apoorvalal/ivDiag documentation built on July 12, 2024, 12:53 p.m.