Statistical Inference and Sensitivity Analysis for Instrumental Variables Model


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Documentation for package ‘ivmodel’ version 1.7.1

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ivmodel-package Statistical Inference and Sensitivity Analysis for Instrumental Variables Model
AR.power Power of the Anderson-Rubin (1949) Test
AR.size Sample Size Calculator for the Power of the Anderson-Rubin (1949) Test
AR.test Anderson-Rubin (1949) Test
ARsens.power Power of the Anderson-Rubin (1949) Test with Sensitivity Analysis
ARsens.size Sample Size Calculator for the Power of the Anderson-Rubin (1949) Test with Sensitivity Analysis
ARsens.test Sensitivity Analysis for the Anderson-Rubin (1949) Test
card.data Card (1995) Data
CLR Conditional Likelihood Ratio Test
coef.ivmodel Coefficients of the Fitted Model in the 'ivmodel' Object
confint.ivmodel Confidence Intervals for the Fitted Model in 'ivmodel' Object
fitted.ivmodel Extract Model Fitted values in the 'ivmodel' Object
Fuller Fuller-k Estimator
iv.diagnosis Diagnostics of instrumental variable analysis
iv.diagnosis.plot Diagnostics of instrumental variable analysis
ivmodel Fitting Instrumental Variables (IV) Models
ivmodelFormula Fitting Instrumental Variables (IV) Models
IVpower Power calculation for IV models
IVsize Calculating minimum sample size for achieving a certain power
KClass k-Class Estimator
LIML Limited Information Maximum Likelihood Ratio (LIML) Estimator
para Parameter Estimation from Ivmodel
resid.ivmodel Residuals from the Fitted Model in the 'ivmodel' Object
residuals.ivmodel Residuals from the Fitted Model in the 'ivmodel' Object
TSLS.power Power of TSLS Estimator
TSLS.size Sample Size Calculator for the Power of Asymptotic T-test