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SteinIV (version 0.1-1)

Semi-Parametric Stein-Like Estimator with Instrumental Variables

Description

Routines for computing different types of linear estimators, based on instrumental variables (IVs), including the semi-parametric Stein-like (SPS) estimator, originally introduced by Judge and Mittelhammer (2004) .

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Install

install.packages('SteinIV')

Monthly Downloads

202

Version

0.1-1

License

GPL (>= 2)

Maintainer

Cedric E Ginestet

Last Published

January 26th, 2016

Functions in SteinIV (0.1-1)

sps.est

Semi-parametric Stein-like (SPS) estimator.
tr

Trace of a matrix.
sps.internal

Internal function for Semi-parametric Stein-like (SPS) estimator.
jive.internal

Internal function for the Jackknife Instrumental Variable Estimator (JIVE).
ols.est

The Ordinary Least Squares (OLS) Estimator.
jive.est

The Jackknife Instrumental Variable Estimator (JIVE).
tsls.est

The Two-Stage Least Squares (TSLS) estimator.