rob.control {epmrob}

Auxiliary for Controlling Robust Fitting

Description

Auxiliary function used for fitting the endogenous probit models. Contains control sequences, tuning constants and robustness weight functions.

Usage

rob.control(acc = 1e-04, maxit = 50, weights.x1 = c("none", "hat", "robCov", "covMcd"),
        weights.x2 = c("none", "hat", "robCov", "covMcd"), clevel1 = 0.95, tcc = 1.345)

Arguments

acc

positive convergence level.

maxit

integer giving the maximum number of iterations.

weights.x1

vector of robustness weights controlling for the leverage effect in the reduced equation.

weights.x2

vector of robustness weights controlling for the leverage effect in the outcome equation.

clevel1

value for the critical level for the first stage.

tcc

tuning constant c for Huber's psi-function for the first, reduced, stage.

Value

A list with the arguments as components.

Author(s)

Mikhail Zhelonkin, Andre Bik, Andrea Naghi