Jackknife IV (JIVE; Angrist, Imbens & Krueger 1999)

Jackknife IV (JIVE; Angrist, Imbens & Krueger 1999)

Usage

morie_iv_jive(
  data,
  outcome,
  endogenous,
  instruments,
  exogenous = NULL,
  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.

alpha

Significance level for confidence intervals.

Value

A named list with elements coefficients, std_errors, t_stats, p_values, ci_lower, ci_upper, variable_names, n_obs, method, details.

Examples

set.seed(5)
n <- 600
z1 <- rbinom(n, 1, 0.5); z2 <- rnorm(n); u <- rnorm(n)
d <- 0.5 * z1 + 0.4 * z2 + 0.3 * u + rnorm(n, sd = 0.3)
y <- 0.5 * d + 0.4 * u + rnorm(n, sd = 0.5)
df <- data.frame(y, d, z1, z2)
res <- morie_iv_jive(df, "y", "d", c("z1", "z2"))
res$coefficients["d"]
#>         d 
#> 0.5679655