update_list

<code>update_list</code> takes an existing <code>"robust2sls"</code> object and appends
the estimation results (ivreg model object, residuals,
standardised residuals, selection and type vectors) of a new iteration.

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

update_list function

<dl><dt>current_list</dt>
<dd>A list object of class <code>"robust2sls"</code>.</dd>
<dt>new_info</dt>
<dd>A list with named components <code>$model</code>, <code>$res</code>,
<code>$stdres</code>, <code>$sel</code>, and <code>$type</code>.</dd>
<dt>name</dt>
<dd>A character vector of length one naming the appended iteration
results. Convention is <code>"m0"</code>, <code>"m1"</code>, <code>"m2"</code> etc. for
iterations 0 (initial), 1, 3...</dd></dl>

Arguments

Append new iteration results to "robust2sls" object — update_list

<dl>

<dt>current_list</dt>
<dd>A list object of class <code>"robust2sls"</code>.</dd>


<dt>new_info</dt>
<dd>A list with named components <code>$model</code>, <code>$res</code>,
<code>$stdres</code>, <code>$sel</code>, and <code>$type</code>.</dd>


<dt>name</dt>
<dd>A character vector of length one naming the appended iteration
results. Convention is <code>"m0"</code>, <code>"m1"</code>, <code>"m2"</code> etc. for
iterations 0 (initial), 1, 3...</dd>

</dl>

update_list: Append new iteration results to `"robust2sls"` object

Description

Usage

Value

Arguments