twosls {ivgets} | R Documentation |
2SLS estimator that does not allow for weights, offset, other methods than 2SLS, and does not calculate influence statistics. Supposedly faster but returns little output.
twosls(formula, data)
formula |
A formula in the format |
data |
A data frame with all necessary variables y, x, and z. |
twosls()
returns a list with eight names elements:
$coefficients
stores the coefficient estimates of the second stage,
$residuals
the residuals of the structural equation (i.e. using X
and not Xhat), $fitted.values
the fitted values of the second stage,
$n
and $nobs
the sample size, $k
the number of
regressors in the structural equation, $cov.unscaled
the unscaled
variance-covariance matrix, and $sigma
the degrees-of-freedom
adjusted equation standard error.
The return value is given class ivreg::ivreg()
but it is not a true
"ivreg"
object. This does not pose any problems for internal use but
should not be used outside of its usage in its current form. The class
assignment is likely to change in the future.