Jtest: conducting over-identification test (J test)

Description Usage Arguments Value

Description

conducting over-identification test (J test)

Usage

1
Jtest(par, data, equal)

Arguments

par

GMM estimates

data

dataframe containing the outcome, treatment, instrument, exogenous variable with indicators

equal

logical whether the misclassification probabilities do not depend on instrument

Value

vector that contains a test statistic value and p-value


tkhdyanagi/LATEerror documentation built on May 3, 2019, 9:39 p.m.