Continuously-Updated GMM (CUE-GMM)
Usage
morie_iv_cue_gmm(
data,
outcome,
endogenous,
instruments,
exogenous = NULL,
max_iter = 100,
tol = 1e-08,
alpha = 0.05
)Arguments
- data
Data frame.
- outcome
Name of the outcome column.
- endogenous
Character vector of endogenous regressor names.
- instruments
Character vector of excluded-instrument names.
- exogenous
Optional character vector of exogenous covariate names.
- max_iter
Outer iteration cap (default 100).
- tol
Convergence tolerance on the objective.
- alpha
Significance level for confidence intervals.