stan_ivreg: Runs Bayesian instrumental variables regression using the...

In khakieconomics/stanometrics: Workhorse econometric models in Stan

Description

Runs Bayesian instrumental variables regression using the same syntax as AER::ivreg

Usage

stan_ivreg(formula, instruments, data, subset, na.action, weights, offset, ...)

Arguments

formula	formula specification(s) of the regression relationship and the instruments. Either instruments is missing and formula has three parts as in y ~ x1 + x2 | z1 + z2 + z3 (recommended) or formula is y ~ x1 + x2 and instruments is a one-sided formula ~ z1 + z2 + z3 (only for backward compatibility).
data	an optional data frame containing the variables in the model. By default the variables are taken from the environment of the formula.
subset	an optional vector specifying a subset of observations to be used in fitting the model.
na.action	a function that indicates what should happen when the data contain NAs. The default is set by the na.action option.
weights	an optional vector of weights to be used in the fitting process.
offset	an optional offset that can be used to specify an a priori known component to be included during fitting.
...	further arguments passed to ivreg.fit.

khakieconomics/stanometrics documentation built on May 28, 2019, 2:48 p.m.