sValues-package

sValues: measures of the sturdiness of regression coefficients

The R package sValues implements the measure of sturdiness of coefficients proposed by Leamer (2014) and discussed in Leamer (2015). The S-values try to provide a sensible framework to assess the sensitivity of coefficient estimates to model ambiguity. package

Details

The main function of the package is the sValues function.

More information can be found on its help documentation, examples and vignette.

The package also includes an example dataset on economic growth.

References

Leamer, E. (2014). S-values: Conventional context-minimal measures of the sturdiness of regression coefficients. Working Paper

Leamer, E. (2015). S-values and bayesian weighted all-subsets regressions. European Economic Review.