piv {ivmte}

Obtaining IV-like estimands

Description

This function performs TSLS to obtain the estimates for the IV-like estimands.

Usage

piv(
  Y,
  X,
  Z,
  lmcomponents = NULL,
  weights = NULL,
  order = NULL,
  excluded = TRUE
)

Arguments

Y

the vector of outcomes.

X

the matrix of covariates (includes endogenous and exogenous covariates).

Z

the matrix of instruments (includes exogenous covariates in the second stage).

lmcomponents

vector of variable names from the second stage that we want to include in the S-set of IV-like estimands. If NULL is submitted, then all components will be included.

weights

vector of weights.

order

integer, the counter for which IV-like specification and component the regression is for.

excluded

boolean, to indicate whether or not the regression involves excluded variables.

Value

vector of select coefficient estimates.