Introduction to the robust2sls Package2 months ago
Overview | Model setup | Outlier detection algorithms | Initial estimator | Reference distribution | Cut-off or probability of outliers | Iteration | Example without outliers | Data generating process (DGP) | Outlier detection | Robustified 2SLS | Saturated 2SLS | Inference under Null hypothesis of no outliers | Testing for difference in coefficient estimates | Example with outliers | Data