clr_test: CLR Test

Description Usage Arguments Value Note

View source: R/clr_foo.R

Description

This is an implementation of Moreira(2003)

Usage

1
clr_test(y, x, Z, H, beta0)

Arguments

y

The dependent variable of the second stage

x

The endogenous variable

Z

The matrix of instruments

H

The matrix of exogenous variables (not implemented yet)

beta0

The hypotesis to be tested

Value

The LR value and the p-value for the test.

Note

Does only work with one endogenous variable


danmrc/weak-instruments-r documentation built on March 19, 2018, 8:07 a.m.