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-4.5)cragg_0.0.1.zip(r-4.4)cragg_0.0.1.zip(r-4.3)
cragg_0.0.1.tgz(r-4.4-any)cragg_0.0.1.tgz(r-4.3-any)
cragg_0.0.1.tar.gz(r-4.5-noble)cragg_0.0.1.tar.gz(r-4.4-noble)
cragg_0.0.1.tgz(r-4.4-emscripten)cragg_0.0.1.tgz(r-4.3-emscripten)
cragg.pdf |cragg.html✨
cragg/json (API)
NEWS
| # 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 3 years agofrom:567648bc86. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 21 2024 |
| R-4.5-win | OK | Nov 21 2024 |
| R-4.5-linux | OK | Nov 21 2024 |
| R-4.4-win | OK | Nov 21 2024 |
| R-4.4-mac | OK | Nov 21 2024 |
| R-4.3-win | OK | Nov 21 2024 |
| R-4.3-mac | OK | Nov 21 2024 |
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 |
