stock_yogo_test: Stock and Yogo Test
In danmrc/weak-instruments-r: Suite Test for Weak Instruments in R
Description
Usage
Arguments
Value
Warning
Description
Computes the Stock and Yogo test for weak instruments detection, with critical values
Usage
1
stock_yogo_test(X, Z, bias = 0.1)
Arguments
X
The Endogenous variables
Z
The Instruments
bias
The maximum bias accept. Current values are 0.05,0.1,0.2,0.3. Default is 0.1.
Value
The value of the Donald Cragg Statistics and the critical value for the number of endogenous and the number of instruments
Warning
Only work until 30 instruments or 3 endogenous variables
danmrc/weak-instruments-r documentation built on May 19, 2020, 3:14 a.m.
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Description Usage Arguments Value Warning
Description
Computes the Stock and Yogo test for weak instruments detection, with critical values
Usage
1 | stock_yogo_test(X, Z, bias = 0.1)
|
Arguments
X |
The Endogenous variables |
Z |
The Instruments |
bias |
The maximum bias accept. Current values are 0.05,0.1,0.2,0.3. Default is 0.1. |
Value
The value of the Donald Cragg Statistics and the critical value for the number of endogenous and the number of instruments
Warning
Only work until 30 instruments or 3 endogenous variables
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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