ivreg: ivreg

In gragusa/ase: Collection of useful functions for "Applied Statistics and Econometrics"

Description

Estimate IV models

Usage

ivreg(formula, instruments, data, subset, weights, na.action,
  contrasts = NULL, method = "tsls", start = NULL, ...)

Arguments

formula	an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted. The details of model specification are given under <e2><80><98>Details<e2><80><99>.
instruments	an object of class "formula" (or one that can be coerced to that class): a symbolic description of the instruments to be used.
data	an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which lm is called.
subset	an optional vector specifying a subset of observations to be used in the fitting process.
weights	an optional vector of weights to be used in the fitting process. Should be NULL or a numeric vector. If non-NULL, weighted least squares is used with weights weights (that is, minimizing sum(w*e^2)); otherwise ordinary least squares is used. See also <e2><80><98>Details<e2><80><99>,
na.action	a function which indicates what should happen when the data contain NAs. The default is set by the na.action setting of options, and is na.fail if that is unset. The <e2><80><98>factory-fresh<e2><80><99> default is na.omit. Another possible value is NULL, no action. Value na.exclude can be useful.
contrasts	an optional list. See the contrasts.arg of model.matrix.default.
method	the method to be used.
start	initial values. Needed only when methods is different than "tsls" or "gmm"
...	other arguments

Details

Details

Value

NULL

gragusa/ase documentation built on May 17, 2019, 8:18 a.m.