# NOT RUN {
##############################################
# example one: predict cigarette consumption
##############################################
require(AER)
data("CigarettesSW", package = "AER")
CigarettesSW$rprice <- with(CigarettesSW, price/cpi)
CigarettesSW$rincome <- with(CigarettesSW, income/population/cpi)
CigarettesSW$tdiff <- with(CigarettesSW, (taxs - tax)/cpi)
fm <- ivreg(log(packs) ~ log(rprice) + log(rincome) |
log(rincome) + tdiff + I(tax/cpi), data = CigarettesSW)
# compute pairs cluster bootstrapped p-values
cluster.bs.c <- cluster.bs.ivreg(fm, dat = CigarettesSW, cluster = ~state, report = T)
################################################
# example two: pooled IV analysis of employment
################################################
require(plm)
require(AER)
data(EmplUK)
EmplUK$lag.wage <- lag(EmplUK$wage)
emp.iv <- ivreg(emp ~ wage + log(capital+1) | output + lag.wage + log(capital+1), data = EmplUK)
# compute cluster-adjusted p-values
cluster.bs.e <- cluster.bs.ivreg(mod = emp.iv, dat = EmplUK, cluster = ~firm)
# }
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