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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
Monte Carlo Simulations2 months ago
Introduction | Step 1: True model | Step 2: Outlier detection algorithm | Step 3: Parameter settings | Step 4: Backend for execution | Parallel loop | Sequential loop
Outlier Testing2 months ago
Introduction | Artificial Data | Outlier Detection | Proportion Test | Count Test | Scaling Sum Test | Scaling Supremum Test
GETS-IV5 years ago