rivreg: rkclass-package: Perform instrumental variables estimates.
In potterzot/rkclass: K-class regressions (Two-Stage Least Squares, LIML, Fuller)
Description
This package contains functions, primarily kclass, for instrumental
variables regression. In particular, it focuses on corrected standard errors
(CSE) under many instruments, as described in Hansen, Hausman, and Newey 2004.
It also installs an example dataset for testing from Angrist and Krueger 1991 (~3MB).
Author(s)
Nicholas Potter
potterzot/rkclass documentation built on May 25, 2019, 11:24 a.m.
R Package Documentation
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Description
This package contains functions, primarily kclass, for instrumental variables regression. In particular, it focuses on corrected standard errors (CSE) under many instruments, as described in Hansen, Hausman, and Newey 2004. It also installs an example dataset for testing from Angrist and Krueger 1991 (~3MB).
Author(s)
Nicholas Potter
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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