local/tests.R

In mcfanda/ENDOj: Endogenity analysis based on 2SLS

library(ivreg)

## data
data("CigaretteDemand", package = "ivreg")

## model 
m <- ivreg(packs ~ rprice + rincome | salestax +rincome,
           data = CigaretteDemand)
self<-list()
self$summary<-summary(m)
self$model<-m
vcov(m)
ci<-confint(m)
ci[,2]
ss$coefficients
m$exogenous
ss$waldtest
summary(m, vcov = sandwich::sandwich, df = Inf)
#write.csv(CigaretteDemand,file="cigarette",row.names = F)
## ANOVA
m2 <- update(m, . ~ . - log(rincome) | . - log(rincome))
anova(m, m2)
an<-car::Anova(m,type=3)

.formula<-packs ~ rprice + rincome | salestax +rincome
(.formula)
opts_list<-list(formula=.formula,data=CigaretteDemand)
model <- do.call(ivreg::ivreg,opts_list)
model
model

ss<-summary(m)
ss

library(ivreg)
car::avPlot(m,"rprice")
car::influencePlot(m)
car::qqPlot(m)
car::mcPlot(m,"rprice")
car::crPlot(m,"rprice")
car::ncvTest(m)
bmodel<-car::Boot(m,R=1000)
confint(bmodel,type = "perc")
confint(m,type = NULL)

influence(m)
influence(
  model,
  sigma. = n <= 1000,
  type = c("stage2", "both", "maximum"),
  applyfun = NULL,
  ncores = NULL,
  ...
)