potterzot/rkclass: K-class regressions (Two-Stage Least Squares, LIML, Fuller)
Version 0.0.0.9000

rkclass is a package that implements instrumental variables regression methods. These are commonly known as two-stage least squares, limited-information maximum likelihood, and Fuller. Each of these are special examples of K-class estimators, of which standard OLS is also a member. rkclass can be used to calculate instrumental variables estimates as well as test for weak instruments, over-identification, etc...

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("potterzot/rkclass")
potterzot/rkclass documentation built on Aug. 9, 2017, 8:05 p.m.