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Kleibergen-Paap rank statistic

Source: R/iv.R
morie_iv_kleibergen_paap.Rd

Kleibergen-Paap rank statistic

Usage

morie_iv_kleibergen_paap(data, endogenous, instruments, exogenous = NULL)

Arguments

data

A data.frame (or tibble) holding the outcome, endogenous regressors, instruments, and any exogenous controls.

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.