ivregFun {ivgets}

User estimator ivreg for getsFun() and isat()

Description

ivregFun calls ivreg::ivreg() in a format that is suitable for the model selection function gets::getsFun() and for the indicator saturation function gets::isat().

Usage

ivregFun(y, x, z, formula, tests, fast = FALSE)

Arguments

y

A numeric vector with no missing values.

x

A matrix or NULL.

z

A numeric vector or matrix.

formula

A formula in the format y ~ x1 + x2 | z1 + z2.

tests

A logical value whether to calculate the ivreg::summary.ivreg() diagnostics.

fast

A logical value whether to speed up the 2SLS estimation but providing less details. Requires tests == FALSE.

Details

For the required outputs of user-specified estimators, see the article "User-Specified General-to-Specific and Indicator Saturation Methods" by Genaro Sucarrat, published in the R Journal: https://journal.r-project.org/archive/2021/RJ-2021-024/index.html

Value

A list with entries needed for model selection via gets::getsFun() or gets::isat().