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ivbma (version 1.05)

Bayesian Instrumental Variable Estimation and Model Determination via Conditional Bayes Factors

Description

This package allows one incorporate instrument and covariate uncertainty into instrumental variable regression.

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Version

Install

install.packages('ivbma')

Monthly Downloads

12

Version

1.05

License

GPL (>= 2)

Maintainer

Alex Lenkoski

Last Published

September 18th, 2014

Functions in ivbma (1.05)

summary.ivbma

Generic summary function for object of class ivbma
ivbma

Instrumental Variable Bayesian Model Averaging via Conditional Bayes Factors
margarine

Demand for Margarine Dataset
ivbma.cv.study

Conducts a leave-one-out cross validation study using IVBMA
ivbma.sample.theta

Updates the IVBMA parameters
growth

Macroeconomic growth and a variety of possible growth determinants