new_robust2sls

<code>new_robust2sls</code> turns a list into an object of <a href="/link/class?package=robust2sls&version=0.2.2" data-mini-rdoc="robust2sls::class">class</a>
<code>"robust2sls"</code>

internal

An implementation of easy tools for outlier robust inference in
two-stage least squares (2SLS) models. The user specifies a reference
distribution against which observations are classified as outliers or not.
After removing the outliers, adjusted standard errors are automatically
provided. Furthermore, several statistical tests for the false outlier
detection rate can be calculated. The outlier removing algorithm can be
iterated a fixed number of times or until the procedure converges. The
algorithms and robust inference are described in more detail in Jiao (2019)
<https://drive.google.com/file/d/1qPxDJnLlzLqdk94X9wwVASptf1MPpI2w/view>.

Jonas Kurle

robust2sls

Outlier Robust Two-Stage Least Squares Inference and Testing

new_robust2sls function

<dl><dt>x</dt>
<dd>A list with components of the <code>"robust2sls"</code> class.</dd></dl>

Arguments

Only checks that the input is a list but not that its components match the
requirements of the <code>"robust2sls"</code> class. Use the validator function
<code>validate_robust2sls</code> for that purpose.

Warning

<code>new_robust2sls</code> turns a list into an object of <a href='https://rdrr.io/r/base/class.html'>class</a>
<code>"robust2sls"</code>

Constructor of robust2sls class — new_robust2sls

<dl>

<dt>x</dt>
<dd>A list with components of the <code>"robust2sls"</code> class.</dd>

</dl>

Only checks that the input is a list but not that its components match the
requirements of the <code>"robust2sls"</code> class. Use the validator function
<code>validate_robust2sls</code> for that purpose.

new_robust2sls: Constructor of robust2sls class

Description

Usage

Value

Arguments

Warning