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:
robust2sls_0.2.2.tar.gz
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robust2sls_0.2.2.tgz(r-4.5-any)robust2sls_0.2.2.tgz(r-4.4-any)robust2sls_0.2.2.tgz(r-4.3-any)
robust2sls_0.2.2.tar.gz(r-4.5-noble)robust2sls_0.2.2.tar.gz(r-4.4-noble)
robust2sls_0.2.2.tgz(r-4.4-emscripten)robust2sls_0.2.2.tgz(r-4.3-emscripten)
robust2sls.pdf |robust2sls.html✨
robust2sls/json (API)
NEWS
# Install 'robust2sls' in R: |
install.packages('robust2sls', repos = c('https://jkurle.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/jkurle/robust2sls/issues
Last updated 2 years agofrom:7f2446c828. Checks:6 OK, 3 NOTE. Indexed: yes.
Target | Result | Latest binary |
---|---|---|
Doc / Vignettes | OK | Mar 28 2025 |
R-4.5-win | NOTE | Mar 28 2025 |
R-4.5-mac | NOTE | Mar 28 2025 |
R-4.5-linux | NOTE | Mar 28 2025 |
R-4.4-win | OK | Mar 28 2025 |
R-4.4-mac | OK | Mar 28 2025 |
R-4.4-linux | OK | Mar 28 2025 |
R-4.3-win | OK | Mar 28 2025 |
R-4.3-mac | OK | Mar 28 2025 |
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:abindbackportsbootbriobroomcallrcarcarDataclicodetoolscolorspacecowplotcpp11crayonDerivdescdiffobjdigestdoBydplyrevaluateexactcifansifarverforeachFormulafsgenericsggplot2gluegtableisobanditeratorsivregjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSmathjaxrMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgbuildpkgconfigpkgloadpracmapraiseprocessxpspurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangrprojrootscalesSparseMssanvstringistringrsurvivaltestthattibbletidyrtidyselectutf8vctrsviridisLitewaldowithrzoo
Introduction to the robust2sls Package
Rendered fromoverview.Rmd
usingknitr::rmarkdown
on Mar 28 2025.Last update: 2022-07-22
Started: 2021-11-14
Monte Carlo Simulations
Rendered frommonte-carlo.Rmd
usingknitr::rmarkdown
on Mar 28 2025.Last update: 2022-07-22
Started: 2021-05-01
Outlier Testing
Rendered fromoutlier-testing.Rmd
usingknitr::rmarkdown
on Mar 28 2025.Last update: 2022-07-22
Started: 2022-02-14