tF: Valid t-Ratio Procedure

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

Valid t-Ratio Procedure

Description

Performs the valid t-ratio procedure.

Usage

tF(coef, se, Fstat, prec = 4)

Arguments

coef	a 2SLS coefficient.
se	a standard error estimate for the estimated 2SLS coefficient.
Fstat	a first-stage partial F statistic.
prec	precision of results (4 by default).

Value

Results from a valid t-ratio test given the first-stage F statistic.

References

Lee, David S, Justin McCrary, Marcelo J Moreira, and Jack Porter. 2022. "Valid t-Ratio Inference for IV." American Economic Review 112 (10): 3260–90.

Examples

tf.out <- tF(coef = -0.9835, se = 0.1540, Fstat = 8598)
library(testthat)
test_that("Check tF cF", {
  expect_equal(as.numeric(tf.out[2]), 1.96)
})

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