weakIVtest: Weak-IV robust test

Description Usage Arguments Value Examples

Description

Weak-IV robust test

Usage

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weakIVtest(object, size = 0.05)

Arguments

object

An ivqr object returned from the function ivqr()

size

A number indicating the size of the test. Default is 0.05. package quantreg.

Value

An ivqr_weakIV object, which will be directly inputted into the method plot.ivqr_weakIV() to visualize the confidence region. It is also possible to print the confidence region by applying the method print() to the ivqr_weakIV object. Note that the confidence region is not guaranteed to be convex.

Examples

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data(ivqr_eg)
fit <- ivqr(y ~ d | z | x, seq(0.1,0.9,0.1), grid = seq(-2,2,0.2), data = ivqr_eg) # a process
weakIVtest(fit)
print(fit) # print the confidence region.

yuchang0321/IVQR documentation built on May 29, 2019, 12:19 p.m.