clr_test: CLR Test
In danmrc/weak-instruments-r: Suite Test for Weak Instruments in R
Description
Usage
Arguments
Value
Note
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 May 19, 2020, 3:14 a.m.
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.
Description Usage Arguments Value Note
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
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.