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Limited-Information Maximum Likelihood (LIML)

Source: R/iv.R
morie_iv_liml.Rd

Solves the LIML eigenvalue problem; falls back to ivreg::ivreg(..., method = "M") if available.

Usage

morie_iv_liml(
  data,
  outcome,
  endogenous,
  instruments,
  exogenous = NULL,
  robust = TRUE,
  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.

robust

Logical; if TRUE use HC1 robust standard errors.

alpha

Significance level for confidence intervals.