cragg_donald {cragg} R Documentation

## Calculate the Cragg-Donald statistic for a given model.

### Description

Calculate the Cragg-Donald statistic for a given model.

### Usage

cragg_donald(X, D, Z, data = data.frame())


### Arguments

 X (formula). A one-sided formula of control variables. D (formula). A one-sided formula of endogenous variables (treatments) Z (formula). A one-sided formula of instruments data (dataframe). An optional dataframe, list, or environment containing the variables used in the model. As with many of the base R functions, if the variables are not found here, they may be searched for in the environment cragg_donald() was called.

### Value

(cd_test) results object of class "cd_test"

### Examples

#Obtain the Cragg-Donald statistic for a model that instruments
#Sepal Width on Petal Length, Petal Width, and Species, while controlling
#for Sepal.Length (a toy example).
cragg_donald(X=~Sepal.Length, D=~Sepal.Width,
Z=~Petal.Length + Petal.Width + Species, data = iris)


[Package cragg version 0.0.1 Index]