IVData: Class constructor for IVData

Description Usage Arguments

View source: R/manyiv.R

Description

Convert data to standardized format for use with low-level functions. Uses Matrix package, which speeds up calculations.

Usage

1
IVData(Y, X, Z, W, moments = TRUE, approx = TRUE)

Arguments

Y

n-vector

X

n-vector

Z

[n x k] Matrix of instruments, class Matrix

W

[n x ell] Matrix of covariates, class Matrix

moments

if TRUE, compute estimates of third and fourth moments of the reduced-form errors based on least squares residuals

approx

if TRUE, then estimates of third and fourth moments use an appriximation to speed up the calculations.


kolesarm/ManyIV documentation built on June 5, 2018, 12:35 a.m.