Outlier Robust Two-Stage Least Squares Inference and Testing

---

Documentation for package ‘robust2sls’ version 0.2.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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