| beta_inf {robust2sls} | R Documentation |
Calculates valid se for coefficients under H0 of no outliers
Description
Calculates valid se for coefficients under H0 of no outliers
Usage
beta_inf(robust2sls_object, iteration = 1, exact = FALSE, fp = FALSE)
Arguments
robust2sls_object |
An object of class |
iteration |
An integer > 0 specifying the iteration step for which parameters to calculate corrected standard errors. |
exact |
A logical value indicating whether the actually detected share of outliers (TRUE) or the theoretical share (FALSE) should be used. |
fp |
A logical value whether the fixed point standard error correction (TRUE) or the exact iteration correction should be computed (FALSE). |
Details
Argument iteration specifies which iteration of the robust structural
parameter estimates should be calculated. Iteration 1 refers to the
first robust estimate. Iteration 0 is not a valid argument since it
is the baseline estimate, which is not robust.
The parameter exact does not matter much under the null hypothesis of
no outliers since the detected share will converge to the theoretical share.
Under the alternative, this function should not be used.
Argument fp determines whether the fixed point standard error
correction should be computed. This argument is only respected if the
specified iteration is one of the iterations after the algorithm
converged.
Value
beta_inf returns the corrected standard errors for the
structural parameters. These are valid under the null hypothesis of no
outliers in the sample. For comparison, the uncorrected standard errors are
also reported.