SteinIV0.1-1 package

Semi-Parametric Stein-Like Estimator with Instrumental Variables

jive.est

The Jackknife Instrumental Variable Estimator (JIVE).

jive.internal

Internal function for the Jackknife Instrumental Variable Estimator (J...

ols.est

The Ordinary Least Squares (OLS) Estimator.

sps.est

Semi-parametric Stein-like (SPS) estimator.

sps.internal

Internal function for Semi-parametric Stein-like (SPS) estimator.

tr

Trace of a matrix.

tsls.est

The Two-Stage Least Squares (TSLS) estimator.

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Routines for computing different types of linear estimators, based on instrumental variables (IVs), including the semi-parametric Stein-like (SPS) estimator, originally introduced by Judge and Mittelhammer (2004) <DOI:10.1198/016214504000000430>.