naive_varcov: Compute variance-covariance matrix of naive endogeneous QR
In omkarakatta/ivqr: Instrumental Variables Quantile Regression
naive_varcov R Documentation
Compute variance-covariance matrix of naive endogeneous QR
Description
Compute variance-covariance matrix of naive endogeneous QR
Usage
naive_varcov(Y, D, X, tau, psi = 1)
Arguments
psi
Coefficient on variance-covariance matrix
Value
variance-covariance matrix of beta_D and beta_X coefficients when
running a naive endogeneous QR of Y on D and X without an intercept
omkarakatta/ivqr documentation built on Aug. 20, 2022, 11:04 p.m.
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| naive_varcov | R Documentation |
Compute variance-covariance matrix of naive endogeneous QR
Description
Compute variance-covariance matrix of naive endogeneous QR
Usage
naive_varcov(Y, D, X, tau, psi = 1)
Arguments
psi |
Coefficient on variance-covariance matrix |
Value
variance-covariance matrix of beta_D and beta_X coefficients when running a naive endogeneous QR of Y on D and X without an intercept
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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