Description Usage Arguments Details Value

The function does Two-Stage Least Squares Estimation (TSLS).

1 2 3 4 5 6 7 8 9 |

`x` |
exogenous variables |

`...` |
further arguments (only for consistent defintion of methods) |

`d` |
endogenous variables |

`y` |
outcome variable |

`z` |
instruments |

`intercept` |
logical, if intercept should be included |

`homoscedastic` |
logical, if homoscedastic ( |

`formula` |
An object of class |

`data` |
An optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model.
If not found in data, the variables are taken from environment(formula), typically the environment from which |

The function computes tsls estimate (coefficients) and variance-covariance-matrix assuming homoskedasticity
for outcome variable `y`

where `d`

are endogenous variables in structural equation, `x`

are exogensous variables in
structural equation and z are instruments. It returns an object of class `tsls`

for which the methods `print`

and `summary`

are provided.

The function returns a list with the following elements

`coefficients` |
coefficients |

`vcov` |
variance-covariance matrix |

`residuals` |
outcome minus predicted values |

`call` |
function call |

`samplesize` |
sample size |

`se` |
standard error |

hdm documentation built on May 12, 2018, 3:01 a.m.

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