Anderson-Rubin (AR) weak-IV-robust test

Usage

morie_iv_anderson_rubin(
  data,
  outcome,
  endogenous,
  instruments,
  exogenous = NULL,
  beta0 = NULL,
  alpha = 0.05
)

data: A data.frame (or tibble) holding the outcome, endogenous regressors, instruments, and any exogenous controls.
outcome: Character; column name of the response variable.
endogenous: Character vector; column names of the endogenous regressors.
instruments: Character vector; column names of the instrumental variables.
exogenous: Optional character vector of additional exogenous regressors included in both the structural equation and the first stage. NULL (default) for a just-identified design.
beta0: Numeric scalar or vector; the structural-coefficient value(s) to test under H0. Length must match length(endogenous).
alpha: Significance level (default 0.05); controls the confidence-set / acceptance-region cut-off.