ar_test: AR Test

Description Usage Arguments Note

View source: R/foos.R

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 March 19, 2018, 8:07 a.m.