Package: ivDiag 1.0.7
Yiqing Xu
ivDiag: Estimation and Diagnostic Tools for Instrumental Variables Designs
Estimation and diagnostic tools for instrumental variables designs with one endogenous treatment, implementing the guidelines in Lal, Lockhart, Xu, and Zu (2024) <doi:10.1017/pan.2024.2>. The package reports ordinary least squares and two-stage least squares estimates with analytic and bootstrapped confidence intervals, several first-stage F statistics including the effective F statistic, the Anderson-Rubin test and its confidence set, the tF procedure of Lee, McCrary, Moreira, and Porter (2022) <doi:10.1257/aer.20211063>, and local-to-zero sensitivity tests. It also supports fuzzy regression discontinuity designs.
Authors:
ivDiag_1.0.7.tar.gz
ivDiag_1.0.7.zip(r-4.7-any)ivDiag_1.0.7.zip(r-4.6-any)ivDiag_1.0.7.zip(r-4.5-any)
ivDiag_1.0.7.tgz(r-4.6-any)ivDiag_1.0.7.tgz(r-4.5-any)
ivDiag_1.0.7.tar.gz(r-4.7-any)ivDiag_1.0.7.tar.gz(r-4.6-any)
ivDiag_1.0.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
ivDiag/json (API)
| # Install 'ivDiag' in R: |
| install.packages('ivDiag', repos = c('https://apoorvalal.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/apoorvalal/ivdiag/issues
bootstrapeconometricsinstrumental-variablesensitivity-analysis
Last updated from:9c4cf89140. Checks:8 OK, 1 ERROR. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 207 | ||
| source / vignettes | OK | 190 | ||
| linux-release | ERROR | 167 | ||
| macos-release | OK | 251 | ||
| macos-oldrel | OK | 236 | ||
| windows-devel | OK | 123 | ||
| windows-release | OK | 123 | ||
| windows-oldrel | OK | 123 | ||
| wasm-release | OK | 104 |
Exports:AR_testeff_FivDiagltzplot_coefplot_ltztF
Dependencies:bitbit64clicliprcodetoolscpp11crayondigestdoParalleldoRNGdplyrfarverforcatsforeachFormulagenericsggfortifyggplot2gluegridExtragtablehavenhmsisobanditeratorslabelinglatticelfelifecyclemagrittrMatrixminqamnormtparallellypatchworkpillarpkgconfigprettyunitsprogresspurrrR6RColorBrewerRcppRcppArmadilloreadrrlangrngtoolsS7sandwichscalesstringistringrtibbletidyrtidyselecttzdbutf8vctrsviridisLitevroomwCorrwithrxtablezoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| IV Estimation and Diagnostics | ivDiag-package |
| Anderson Rubin Test | AR_test |
| Effective F | eff_F |
| Data from GSZ (2016) | gsz |
| Data from GSZ (2016): Subsample | gsz_south |
| Omnibus Function for IV Estimation and Diagnostics | ivDiag |
| Local-to-Zero Test | ltz |
| Data from McClendon (2014) | mcclendon |
| Plot OLS and IV Coefficents | plot_coef |
| Visualizing Local-to-Zero Adjustment | plot_ltz |
| Data from Rueda (2017) | rueda |
| Valid t-Ratio Procedure | tF |