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robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing

An implementation of easy tools for outlier robust inference in two-stage least squares (2SLS) models. The user specifies a reference distribution against which observations are classified as outliers or not. After removing the outliers, adjusted standard errors are automatically provided. Furthermore, several statistical tests for the false outlier detection rate can be calculated. The outlier removing algorithm can be iterated a fixed number of times or until the procedure converges. The algorithms and robust inference are described in more detail in Jiao (2019) <https://drive.google.com/file/d/1qPxDJnLlzLqdk94X9wwVASptf1MPpI2w/view>.

Version: 0.2.2
Depends: R (≥ 2.10)
Imports: exactci, foreach, ivreg, MASS, mathjaxr, pracma, stats
Suggests: covr, datasets, doFuture, doParallel, doRNG, future, ggplot2, grDevices, ivgets, knitr, parallel, rmarkdown, testthat, utils
Published: 2023-01-11
DOI: 10.32614/CRAN.package.robust2sls
Author: Jonas Kurle ORCID iD [aut, cre]
Maintainer: Jonas Kurle <mail at jonaskurle.com>
BugReports: https://github.com/jkurle/robust2sls/issues
License: GPL-3
URL: https://github.com/jkurle/robust2sls
NeedsCompilation: no
Materials: README NEWS
CRAN checks: robust2sls results

Documentation:

Reference manual: robust2sls.pdf
Vignettes: Monte Carlo Simulations
Outlier Testing
Introduction to the robust2sls Package

Downloads:

Package source: robust2sls_0.2.2.tar.gz
Windows binaries: r-devel: robust2sls_0.2.2.zip, r-release: robust2sls_0.2.2.zip, r-oldrel: robust2sls_0.2.2.zip
macOS binaries: r-release (arm64): robust2sls_0.2.2.tgz, r-oldrel (arm64): robust2sls_0.2.2.tgz, r-release (x86_64): robust2sls_0.2.2.tgz, r-oldrel (x86_64): robust2sls_0.2.2.tgz
Old sources: robust2sls archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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