Computes the power of sensitivity analysis, which is based on an extension of Anderson-Rubin test and allows IV be possibly invalid within a certain range.
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: ARsensitivity.power
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Computes the power for an instrumental variables analysis to be done using the Anderson-Rubin test.
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: power.iv
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Computes cluster robust standard errors for a two-stage least squares instrumental variable analysis.
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: cluster.robust.se
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Calculates the confidence interval for the effect of a treatment (endogenous) variable using an instrumental variable, which is based on an extension of Anderson-Rubin test and allows IV be possibly invalid within a certain range.
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: ARsensitivity.ci
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Calculates the Anderson-Rubin confidence interval for the effect of a treatment (endogenous) variable using an instrumental variable.
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: anderson.rubin.ci
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The package implements several types of instrumental variable analyses for makging causal inferences.
● Data Source:
CranContrib
● Keywords: package
● Alias: ivpack, ivpack-package
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Calculates the standard deviation of the error when a linear probability model is fit to predict a binary treatment based on a binary instrument.
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: sigmav.func
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Compute robust to heteroskedasticity standard errors for an instrumental variables analysis. These are the Huber-White standard errors for an instrumental variable analysis as described in White (1982).
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: robust.se
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Computes the minimum sample size required for achieving certain power of sensitivity analysis, which is based on an extension of Anderson-Rubin test and allows IV be possibly invalid within a certain range.
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: ARsensitivity.size
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This is an internal function for computing cluster robust standard errors.
● Data Source:
CranContrib
● Keywords:
● Alias: clx
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