Introduction | Notation | Generating the Data | Testing for Weak Instruments | Cragg-Donald Statistic | The Stock and Yogo Test | References
Package: cragg 0.0.1
cragg: Tests for Weak Instruments in R
Implements Cragg-Donald (1993) <doi:10.1017/S0266466600007519> and Stock and Yogo (2005) <doi:10.1017/CBO9780511614491.006> tests for weak instruments in R.
Authors:
cragg_0.0.1.tar.gz
cragg_0.0.1.zip(r-4.7)cragg_0.0.1.zip(r-4.6)cragg_0.0.1.zip(r-4.5)
cragg_0.0.1.tgz(r-4.6-any)cragg_0.0.1.tgz(r-4.5-any)
cragg_0.0.1.tar.gz(r-4.7-any)cragg_0.0.1.tar.gz(r-4.6-any)
cragg_0.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
cragg/json (API)
| # Install 'cragg' in R: |
| install.packages('cragg', repos = c('https://beniaminogreen.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/beniaminogreen/cragg/issues
instrumental-variableivivreg2regressionweak-instruments
Last updated from:567648bc86. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 111 | ||
| source / vignettes | OK | 155 | ||
| linux-release-x86_64 | OK | 111 | ||
| macos-release-arm64 | OK | 148 | ||
| macos-oldrel-arm64 | OK | 165 | ||
| windows-devel | OK | 76 | ||
| windows-release | OK | 78 | ||
| windows-oldrel | OK | 54 | ||
| wasm-release | OK | 96 |
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Calculate the Cragg-Donald statistic for a given model. | cragg_donald |
| Recommend a critical value for the Cragg-Donald test given a maximum allowable bias/size distortion | stock_yogo_reccomender |
| Perform the Stock and Yogo test for weak instruments | stock_yogo_test |
