my.tsls: Two-Stage Least Squares

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.tsls(
  Yvar,
  Xvar,
  Inc,
  Exc,
  data,
  intercept = TRUE,
  varcov = "het",
  tolerance = 1e-16
)

Arguments

Yvar	Dependent variable
Xvar	Endogenous variable
Inc	Included instruments (character vector of controls)
Exc	Excluded instruments (character vector)
data	Of type data.table
intercept	Logical, if including 1 as model intercept
varcov	Method for variance-covariance estimation
tolerance	Tolerance level for matrix inversion

Examples

my.tsls()

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