Statistical Inference and Sensitivity Analysis for Instrumental Variables Model

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Documentation for package ‘ivmodel’ version 1.9.1

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ivmodel-package Statistical Inference and Sensitivity Analysis for Instrumental Variables Model
AR.power Power of the Anderson-Rubin (1949) Test
AR.size Sample Size Calculator for the Power of the Anderson-Rubin (1949) Test
AR.test Anderson-Rubin (1949) Test
ARsens.power Power of the Anderson-Rubin (1949) Test with Sensitivity Analysis
ARsens.size Sample Size Calculator for the Power of the Anderson-Rubin (1949) Test with Sensitivity Analysis
ARsens.test Sensitivity Analysis for the Anderson-Rubin (1949) Test
balanceLovePlot Create Love plot of standardized covariate mean differences
biasLovePlot Create Love plot of treatment bias and instrument bias
card.data Card (1995) Data
CLR Conditional Likelihood Ratio Test
coef.ivmodel Coefficients of the Fitted Model in the 'ivmodel' Object
coefOther Exogenous Coefficients of the Fitted Model in the 'ivmodel' Object
confint.ivmodel Confidence Intervals for the Fitted Model in 'ivmodel' Object
distributionBalancePlot Plot randomization distributions of the Mahalanobis distance
fitted.ivmodel Extract Model Fitted values in the 'ivmodel' Object
Fuller Fuller-k Estimator
getCovMeanDiffs Get Covariate Mean Differences
getMD Get Mahalanobis Distance
getStandardizedCovMeanDiffs Get Standardized Covariate Mean Differences
icu.data Pseudo-data based on Branson and Keele (2020)
iv.diagnosis Diagnostics of instrumental variable analysis
iv.diagnosis.plot Diagnostics of instrumental variable analysis
ivmodel Fitting Instrumental Variables (IV) Models
ivmodelFormula Fitting Instrumental Variables (IV) Models
IVpower Power calculation for IV models
IVsize Calculating minimum sample size for achieving a certain power
KClass k-Class Estimator
LIML Limited Information Maximum Likelihood Ratio (LIML) Estimator
model.matrix.ivmodel Extract Design Matrix for 'ivmodel' Object
para Parameter Estimation from Ivmodel
permTest.absBias Perform a permutation test using the sum of absolute biases
permTest.md Perform a permutation test using the Mahalanobis distance
resid.ivmodel Residuals from the Fitted Model in the 'ivmodel' Object
residuals.ivmodel Residuals from the Fitted Model in the 'ivmodel' Object
TSLS.power Power of TSLS Estimator
TSLS.size Sample Size Calculator for the Power of Asymptotic T-test
vcov.ivmodel Calculate Variance-Covariance Matrix (i.e. Standard Error) for k-Class Estimators in the 'ivmodel' Object
vcovOther Variance of Exogenous Coefficients of the Fitted Model in the 'ivmodel' Object