my.jackknife_iv_boot: Jackknife IV with Bootstrapped SEs

In joshuadhigbee/myAppliedMetrics: What the Package Does (One Line, Title Case)

Description

This function returns point estimates and the variance-covariance matrix. Written for data.table arguments.

Usage

my.jackknife_iv_boot(
  Yvar,
  Xvar,
  Inc,
  Exc,
  data,
  intercept = TRUE,
  tolerance = 1e-16,
  n_boot = 100
)

Arguments

Yvar	Dependent variable
Xvar	Endogenous regressor
Inc	Included instruments
Exc	Excluded instruments
data	Of type data.table
intercept	Logical, if including 1 as model intercept
tolerance	Tolerance level for matrix inversion
n_boot	Number of bootstrapped samples

Examples

my.jackknife_iv_boot()

joshuadhigbee/myAppliedMetrics documentation built on March 19, 2021, 3:45 p.m.