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ivregEX (version 1.0)

sensOLS: Sensitivity Interval for Least Squared Estimator

Description

This function performs the background sensitivity interval calculation for the OLS estimator in a regression model.

Usage

sensOLS(delta1, df, est, se, alpha = 0.05, talpha)

Arguments

delta1

A numeric vector of values of the first sensitivity parameter. Default value seq(-.1, .1, .01). Not used for 2SLS estimator.

df, est, se

Degrees of freedom of the model; 2SLS estimate and its standard error.

alpha

Significance level. Default at 0.05.

talpha

If the interval is to be adjested for model selection etc, the multiplicative factor to be used. Optional.

Value

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.

Details

See the description of senslm.

See Also

senslm, plot.si