| beta_test_avar {robust2sls} | R Documentation |
Calculates the asymptotic variance of the difference between robust and full sample estimators of the structural parameters
Description
Calculates the asymptotic variance of the difference between robust and full sample estimators of the structural parameters
Usage
beta_test_avar(robust2sls_object, iteration, 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. |
fp |
A logical value whether the fixed point asymptotic variance (TRUE) or the exact iteration asymptotic variance should be computed (FALSE). |
Details
Argument fp determines whether the fixed point asymptotic variance
should be computed. This argument is only respected if the specified
iteration is one of the iterations after the algorithm converged.
Value
beta_test_avar returns a dx by dx variance-covariance matrix of
the difference between the robust and full sample structural parameter
estimates of the 2SLS model.