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Conditional likelihood-ratio (CLR) test of Moreira (2003)

Source: R/iv.R
morie_iv_conditional_lr.Rd

Conditional likelihood-ratio (CLR) test of Moreira (2003)

Usage

morie_iv_conditional_lr(
  data,
  outcome,
  endogenous,
  instruments,
  exogenous = NULL,
  beta0 = 0
)

Arguments

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).