This function performs the background sensitivity interval calculation for the 2SLS estimator in an instrumental variables regression model.
sens2SLS(delta2, df, est, se, thatY, rho2, alpha = 0.05, talpha)A numeric vector of values of the second sensitivity parameter. Default value seq(-.1, .1, .01).
Only used for 2SLS estimator.
Degrees of freedom of the model; 2SLS estimate and its standard error.
t-statistic of the treatment in the regression of the instruments on the treatment.
squared partial correlation of g(instruments) and the treatment.
Significance level. Default at 0.05.
If the interval is to be adjested for model selection etc, the multiplicative factor to be used. Optional.
Returns an object of class "si".
An object if class "si" is essentially a matrix of two columns for the the upper and lower sensitivity limits corresponding to the sensitivity parameters.
See the description of sensIvreg.