stock_yogo_test {cragg} R Documentation

## Perform the Stock and Yogo test for weak instruments

### Description

Perform the Stock and Yogo test for weak instruments

### Usage

stock_yogo_test(X, D, Z, data, B = 0.05, size_bias = "bias")


### 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. B One of [.05, .1, .15, .2, .25, .3]. The maximum size of allowable bias relative size_bias Either "bias" or "size". Whether to use a critical value based on the maximum allowable bias relative to regular OLS (bias), or maximum Wald test size distortion (size).

### Value

(sy_test) the results of the stock and yogo test.

### Examples

#Perform the Stock and Yogo test on a model that instruments
#Sepal Width on Petal Length, Petal Width, and Species, while controlling
#for Sepal.Length (a toy example).

stock_yogo_test(X=~Sepal.Length, D=~Sepal.Width,
Z=~Petal.Length + Petal.Width + Species,
size_bias="bias",data = iris)



[Package cragg version 0.0.1 Index]