Description Usage Arguments Value
Low-level kclass instrumental variables function.
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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, |
alpha |
the fuller parameter, only used if |
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. |
a model object of class kclass.
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