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robust2sls
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Download and install robust2sls package within the R console
Install from CRAN:
install.packages("robust2sls")
Install from Github:
library("remotes")
install_github("cran/robust2sls")
Install by package version:
library("remotes")
install_version("robust2sls", "0.2.2")
Attach the package and use:
library("robust2sls")
Maintained by
Jonas Kurle
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All associated links for this package
First Published: 2021-11-23
Latest Update: 2023-01-11
Description:
An implementation of easy tools for outlier robust inference in
two-stage least squares (2SLS) models. The user specifies a reference
distribution against which observations are classified as outliers or not.
After removing the outliers, adjusted standard errors are automatically
provided. Furthermore, several statistical tests for the false outlier
detection rate can be calculated. The outlier removing algorithm can be
iterated a fixed number of times or until the procedure converges. The
algorithms and robust inference are described in more detail in Jiao (2019)
.
How to cite:
Jonas Kurle (2021). robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing. R package version 0.2.2, https://cran.r-project.org/web/packages/robust2sls. Accessed 06 Nov. 2024.
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imports, suggests or enhances
Complete documentation for robust2sls
Functions, R codes and Examples using
the robust2sls R package
Some associated functions: beta_hausman . beta_inf . beta_inf_correction . beta_t . beta_test_avar . case_resampling . constants . conv_diff . count_indices . counttest . estimate_param . estimate_param_null . evaluate_boot . extract_boot . extract_formula . gauge_avar . gauge_covar . generate_data . generate_param . globaltest . iis_init . mc_grid . multi_cutoff . multi_cutoff_to_fodr_vec . mvn_sup . new_robust2sls . nonmissing . nonparametric . nonparametric_resampling . outlier . outlier_detection . outliers . outliers_prop . plot.robust2sls . print.robust2sls . proptest . robust2sls-package . robustified_init . saturated_init . selection . selection_iis . simes . sumtest . suptest . test_cpv . update_list . user_init . validate_robust2sls . varrho .
Some associated R codes: beta_inf_test.R . bootstrap.R . class.R . gauge.R . initial_estimators.R . iterative_estimators.R . monte_carlo.R . outlier_tests.R . parameter_estimators.R . robust2sls.R . utility.R . Full robust2sls package functions and examples
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