IVData: Class constructor for IVData

In kolesarm/ManyIV: Inference in instrumental variables models with many instruments

Description

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

Usage

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.