Package: robust2sls 0.2.2

Jonas Kurle

robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing

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>.

Authors:Jonas Kurle [aut, cre]

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Bug tracker:https://github.com/jkurle/robust2sls/issues

On CRAN:

39 exports 1 stars 0.74 score 88 dependencies 18 scripts 244 downloads

Last updated 2 years agofrom:7f2446c828. Checks:OK: 5 NOTE: 2. Indexed: yes.

Exports:beta_hausmanbeta_infbeta_inf_correctionbeta_tbeta_test_avarcase_resamplingcount_indicescounttestestimate_paramestimate_param_nullevaluate_bootextract_bootextract_formulagauge_avargauge_covargenerate_datagenerate_paramglobaltestiis_initmc_gridmulti_cutoffmvn_supnonmissingnonparametricnonparametric_resamplingoutlieroutlier_detectionoutliersoutliers_propproptestrobustified_initsaturated_initselection_iissimessumtestsuptestuser_initvalidate_robust2slsvarrho

Dependencies:abindbackportsbootbriobroomcallrcarcarDataclicodetoolscolorspacecowplotcpp11crayonDerivdescdiffobjdigestdoBydplyrevaluateexactcifansifarverforeachFormulafsgenericsggplot2gluegtableisobanditeratorsivregjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSmathjaxrMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgbuildpkgconfigpkgloadpracmapraiseprocessxpspurrrquantregR6RColorBrewerRcppRcppEigenrematch2rlangrprojrootscalesSparseMssanvstringistringrsurvivaltestthattibbletidyrtidyselectutf8vctrsviridisLitewaldowithrzoo