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ivDiag (version 1.0.6)

Estimation and Diagnostic Tools for Instrumental Variables Designs

Description

Estimation and diagnostic tools for instrumental variables designs, which implements the guidelines proposed in Lal et al. (2023) , including bootstrapped confidence intervals, effective F-statistic, Anderson-Rubin test, valid-t ratio test, and local-to-zero tests.

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Version

Install

install.packages('ivDiag')

Monthly Downloads

257

Version

1.0.6

License

MIT + file LICENSE

Maintainer

Yiqing Xu

Last Published

September 17th, 2023

Functions in ivDiag (1.0.6)

tF

Valid t-Ratio Procedure
plot_ltz

Visualizing Local-to-Zero Adjustment
rueda

Data from Rueda (2017)
eff_F

Effective F
AR_test

Anderson Rubin Test
gsz

Data from GSZ (2016)
ltz

Local-to-Zero Test
ivDiag-package

IV Estimation and Diagnostics
plot_coef

Plot OLS and IV Coefficents
ivDiag

Omnibus Function for IV Estimation and Diagnostics
gsz_south

Data from GSZ (2016): Subsample