cragg_donald_stats: Cragg Donald Statistics

Description Usage Arguments Value Note

View source: R/foos.R

Description

Computes de Cragg Donald Statistics

Usage

1
cragg_donald_stats(endogenous, instruments)

Arguments

endogenous

The endogenous variables, a n by k matrix.

instruments

The Instruments, a n by z matsrix.

Value

The Cragg Donald Statistics

Note

The endogenous variables and instruments should be the columns of the matrix


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