kclass.fit: Low-level kclass instrumental variables function.

Description Usage Arguments Value

View source: R/kclass.R

Description

Low-level kclass instrumental variables function.

Usage

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kclass.fit(x, y, z = NULL, weights = NULL, offset = NULL, k = NULL,
  alpha = NULL, model.type = c("TSLS", "LIML", "FULLER", "KCLASS", "OLS"),
  eig = c("eigen", "geigen"), na.action, ...)

Arguments

x

data frame or matrix of endogenous regressors.

y

data frame or vector of the dependent variable.

z

data frame or matrix of instruments and/or exogenous regressors.

weights

sample weights. Default is NULL.

offset

model offset.

k

the k parameter value. If k is set, model.type is set to "KCLASS".

alpha

the fuller parameter, only used if model.type is "FULLER".

model.type

string determining model type. Must be one of "OLS", "LIML", "TSLS", "KCLASS", "FULLER". Default is LIML."

eig

eigenvalue method. One of "eigen" or "geigen".

na.action

function indicating what to do when data contain NAs. The default is set by the na.action setting of options

...

additional parameters not currently used.

Value

a model object of class kclass.


potterzot/rkclass documentation built on May 25, 2019, 11:24 a.m.