NEWS
robust2sls 0.2.2 (2023-01-11)
Minor changes
- move package doRNG from
Imports to Suggests
because the package has been orphaned as of 2022-12-19. Only affects the function
mc_grid(), which is anyway for advanced users only
Bug Fixes
robust2sls 0.2.1 (2022-08-15)
Major changes
- addition of Impulse Indicator Saturation (IIS) as initial estimator for outlier detection
(from ivgets package)
Minor changes
- code coverage has been extended to 100%
- update formulae for FODR under normality (estimation not required)
- all 2SLS estimation commands originally from AER package now use the ivreg package
- fixed \eqn or \deqn or with empty second argument, as suggested by CRAN maintainers
robust2sls 0.2.0 (2022-02-14)
Major changes
Introduction of a suite of new functions implementing several tests for the
presence of outliers in the sample.
- proportion test
- count test
- global test using Simes (1986) procedure
- scaling sum test
- scaling sup test
A vignette is included that illustrates the usage of these testing functions.
Minor changes
- change gauge_avar() to accept NULL as input for split argument
- implement asymptotic covariance of the FODR for different cut-offs
- utility function multi_cutoff() that allows to apply the same outlier detection algorithm with different cut-off / gamma values
robust2sls 0.1.0 (2021-11-23)