density_wald: Evaluate Asymptotic Distribution of IQR Estimator
In omkarakatta/ivqr: Instrumental Variables Quantile Regression
density_wald R Documentation
Evaluate Asymptotic Distribution of IQR Estimator
Description
Evaluate Asymptotic Distribution of IQR Estimator
Usage
density_wald(beta_star, beta_opt, varcov_mat)
Arguments
beta_star
Vector of proposed coefficients beta_D and beta_X
(vector of length p_D + p_X)
beta_opt
Vector of beta_D and beta_X coefficients from IQR point
estimate (vector of length p_D + p_X)
varcov_mat
Asymptotic variance-covariance matrix; see
wald_varcov and naive_varcov
Value
density of limiting distribution of estimator evaluated at
beta_star
omkarakatta/ivqr documentation built on Aug. 20, 2022, 11:04 p.m.
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| density_wald | R Documentation |
Evaluate Asymptotic Distribution of IQR Estimator
Description
Evaluate Asymptotic Distribution of IQR Estimator
Usage
density_wald(beta_star, beta_opt, varcov_mat)
Arguments
beta_star |
Vector of proposed coefficients beta_D and beta_X (vector of length p_D + p_X) |
beta_opt |
Vector of beta_D and beta_X coefficients from IQR point estimate (vector of length p_D + p_X) |
varcov_mat |
Asymptotic variance-covariance matrix; see
|
Value
density of limiting distribution of estimator evaluated at
beta_star
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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