ar_test: AR Test
In danmrc/weak-instruments-r: Suite Test for Weak Instruments in R
Description
Usage
Arguments
Note
Description
Hypotesis test that do not depends if the instrument is weak or strong
Usage
1
ar_test(y, X, Z, beta0, intercept = F)
Arguments
y
The dependent variable of the second stage
X
The Endogenous variables
Z
The Instruments
beta0
The vector of the coefficients to be tested
intercept
Logical. Should an intercept be included? Default is false.
Note
Works with more than one endogenous variable.
If used with the coefficients from TSLS, it computes the J-statistic
danmrc/weak-instruments-r documentation built on May 19, 2020, 3:14 a.m.
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Description Usage Arguments Note
Description
Hypotesis test that do not depends if the instrument is weak or strong
Usage
1 | ar_test(y, X, Z, beta0, intercept = F)
|
Arguments
y |
The dependent variable of the second stage |
X |
The Endogenous variables |
Z |
The Instruments |
beta0 |
The vector of the coefficients to be tested |
intercept |
Logical. Should an intercept be included? Default is false. |
Note
Works with more than one endogenous variable. If used with the coefficients from TSLS, it computes the J-statistic
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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