robust2sls-package |
robust2sls: A package for outlier robust 2SLS inference and testing |
beta_hausman |
Calculates a Hausman test on the difference between robust and full sample estimates |
beta_inf |
Calculates valid se for coefficients under H0 of no outliers |
beta_inf_correction |
Calculates the correction factor for inference under H0 of no outliers |
beta_t |
Conducts a t-test on the difference between robust and full sample estimates |
beta_test_avar |
Calculates the asymptotic variance of the difference between robust and full sample estimators of the structural parameters |
case_resampling |
Uses nonparametric case resampling for standard errors of parameters and gauge |
counttest |
Count test |
count_indices |
Counts the number of times each index was sampled |
estimate_param |
Estimation of moments of the data |
estimate_param_null |
Estimation of moments of the data |
evaluate_boot |
Evaluate bootstrap results |
extract_boot |
Extracts bootstrap results for a specific iteration |
gauge_avar |
Asymptotic variance of gauge |
gauge_covar |
Asymptotic covariance of gauge |
generate_data |
Random data of 2SLS model (Monte Carlo) |
generate_param |
Parameters of 2SLS model (Monte Carlo) |
globaltest |
Global test correcting for multiple hypothesis testing |
iis_init |
Impulse Indicator Saturation (IIS initial estimator) |
mc_grid |
Monte Carlo simulations parameter grid |
multi_cutoff |
Multiple models, varying cut-off |
mvn_sup |
Multivariate normal supremum simulation |
nonparametric |
Create indices for nonparametric bootstrap |
nonparametric_resampling |
Nonparametric resampling from a data frame |
outlier |
Outlier history of single observation |
outliers |
Number of outliers |
outliers_prop |
Proportion of outliers |
outlier_detection |
Outlier detection algorithms |
plot.robust2sls |
Plotting of standardised residuals and outliers |
print.robust2sls |
Helper of robust2sls class |
proptest |
Proportion test |
robustified_init |
Robustified 2SLS (full sample initial estimator) |
saturated_init |
Saturated 2SLS (split-sample initial estimator) |
selection_iis |
Create selection (non-outlying) vector from IIS model |
sumtest |
Scaling sum proportion test across different cut-offs |
suptest |
Supremum proportion test across different cut-offs |
user_init |
User-specified initial estimator |
validate_robust2sls |
Validator of robust2sls class |
varrho |
Calculate varrho coefficients |