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

# Outlier Robust Two-Stage Least Squares Inference and Testing

## Documentation for package ‘robust2sls’ version 0.2.3

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

robust2sls-package | robust2sls: A package for outlier robust 2SLS inference and testing
beta_hausman | Calculates a Hausman test on the difference between robust and full sample estimates
beta_inf | Calculates valid se for coefficients under H0 of no outliers
beta_inf_correction | Calculates the correction factor for inference under H0 of no outliers
beta_t | Conducts a t-test on the difference between robust and full sample estimates
beta_test_avar | Calculates the asymptotic variance of the difference between robust and full sample estimators of the structural parameters
case_resampling | Uses nonparametric case resampling for standard errors of parameters and gauge
counttest | Count test
count_indices | Counts the number of times each index was sampled
estimate_param | Estimation of moments of the data
estimate_param_null | Estimation of moments of the data
evaluate_boot | Evaluate bootstrap results
extract_boot | Extracts bootstrap results for a specific iteration
gauge_avar | Asymptotic variance of gauge
gauge_covar | Asymptotic covariance of gauge
generate_data | Random data of 2SLS model (Monte Carlo)
generate_param | Parameters of 2SLS model (Monte Carlo)
globaltest | Global test correcting for multiple hypothesis testing
iis_init | Impulse Indicator Saturation (IIS initial estimator)
mc_grid | Monte Carlo simulations parameter grid
multi_cutoff | Multiple models, varying cut-off
mvn_sup | Multivariate normal supremum simulation
nonparametric | Create indices for nonparametric bootstrap
nonparametric_resampling | Nonparametric resampling from a data frame
outlier | Outlier history of single observation
outliers | Number of outliers
outliers_prop | Proportion of outliers
outlier_detection | Outlier detection algorithms
plot.robust2sls | Plotting of standardised residuals and outliers
print.robust2sls | Helper of robust2sls class
proptest | Proportion test
robust2sls | robust2sls: A package for outlier robust 2SLS inference and testing
robustified_init | Robustified 2SLS (full sample initial estimator)
saturated_init | Saturated 2SLS (split-sample initial estimator)
selection_iis | Create selection (non-outlying) vector from IIS model
sumtest | Scaling sum proportion test across different cut-offs
suptest | Supremum proportion test across different cut-offs
user_init | User-specified initial estimator
validate_robust2sls | Validator of robust2sls class
varrho | Calculate varrho coefficients