| sTsls {ivmte} | R Documentation |
IV-like weighting function, TSLS specification
Description
IV-like weighting function for TSLS specification.
Usage
sTsls(z, j, exz, pi)
Arguments
z |
vector, the value of the instrument. |
j |
scalar, position of the component one is interested in constructing the IV-like weight for. |
exz |
the matrix E[XZ'] |
pi |
the matrix E[XZ']E[ZZ']^-1 |
Value
scalar.
[Package ivmte version 1.4.0 Index]