论文标题
IVModel：用于推理和灵敏度分析具有一个内源变量的仪器变量模型的R包装和灵敏度分析
ivmodel: An R Package for Inference and Sensitivity Analysis of Instrumental Variables Models with One Endogenous Variable
论文作者
论文摘要
我们提出了一个综合的R软件IVModel，用于分析一个内源变量的仪器变量。该软件包实现了一类称为K-类估计器的一般估计器和两个对弱工具完全鲁棒的置信区间。该软件包还为仪器变量的各种测试统计数据提供了功率公式。最后，该软件包包含用于检查仪器变量假设的推断的灵敏度分析的方法。我们在Card（1995）的数据集上演示了该软件，研究了教育水平对仪器靠近四年制大学的原木收入的因果影响。
We present a comprehensive R software ivmodel for analyzing instrumental variables with one endogenous variable. The package implements a general class of estimators called k- class estimators and two confidence intervals that are fully robust to weak instruments. The package also provides power formulas for various test statistics in instrumental variables. Finally, the package contains methods for sensitivity analysis to examine the sensitivity of the inference to instrumental variables assumptions. We demonstrate the software on the data set from Card (1995), looking at the causal effect of levels of education on log earnings where the instrument is proximity to a four-year college.
