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

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...

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LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
potterzot/rkclass documentation built on May 25, 2019, 11:24 a.m.