fix bug in hatvalues.ivreg(); correct some @exportS3Method markup

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: ivreg
 Title: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics
-Version: 0.6-3
-Date: 2024-04-20
+Version: 0.6-4
+Date: 2024-08-21
 Authors@R: c(person(given = "John", family = "Fox", role = "aut", email = "[email protected]", comment = c(ORCID = "0000-0002-1196-8012")),
              person(given = "Christian", family = "Kleiber", role = "aut", email = "[email protected]", comment = c(ORCID = "0000-0002-6781-4733")),
              person(given = "Achim", family = "Zeileis", role = c("aut", "cre"), email = "[email protected]", comment = c(ORCID = "0000-0003-0918-3766")),
@@ -32,4 +32,4 @@ LazyData: true
 VignetteBuilder: knitr
 BugReports: https://github.com/zeileis/ivreg/issues/
 URL: https://zeileis.github.io/ivreg/
-RoxygenNote: 7.3.1
+RoxygenNote: 7.3.2

NEWS.md

@@ -1,3 +1,7 @@
+# Version 0.6-4
+
+* Fixed bug in computing larger of stage-1 and -2 hatvalues in `hatvalues.ivreg()` (reported by Vasilis Syrgkanis).
+
 # Version 0.6-3
 
 * Enhanced `predict.ivreg()` method, which optionally provides standard errors,

R/ivregDiagnostics.R

@@ -288,7 +288,7 @@ hatvalues.ivreg <- function(model, type = c("stage2", "both", "maximum", "stage1
     #        model$coefficients1)
     # hat1 <- lm.influence(model)$hat/mean1
     hat1 <- if (model$method == "OLS"){
-      hats[, "stage_1"]
+      hats[, "stage_1"]/mean1
     } else {
       nendog <- ncol(hats) - 1
       if (type == "both"){

R/ivregMethods.R

@@ -136,13 +136,13 @@ confint.ivreg <- function (object, parm, level = 0.95,
 }
 
 #' @rdname ivregMethods
-#' @exportS3Method sandwich::bread ivreg
+#' @exportS3Method sandwich::bread
 bread.ivreg <- function (x, ...) 
     x$cov.unscaled * x$nobs
 
 #' @rdname ivregMethods
 #' @importFrom stats weights
-#' @exportS3Method sandwich::estfun ivreg
+#' @exportS3Method sandwich::estfun
 estfun.ivreg <- function (x, ...) 
 {
     xmat <- model.matrix(x, component = "projected")
@@ -157,7 +157,7 @@ estfun.ivreg <- function (x, ...)
 }
 
 #' @rdname ivregMethods
-#' @exportS3Method sandwich::vcovHC ivreg
+#' @exportS3Method sandwich::vcovHC
 vcovHC.ivreg <- function (x, ...) {
     class(x) <- c("ivreg_projected", "ivreg")
     sandwich::vcovHC.default(x, ...)
@@ -659,7 +659,7 @@ residuals.ivreg <- function(object, type=c("response", "projected", "regressors"
 
 #' @rdname ivregMethods
 #' @param focal.predictors Focal predictors for effect plot, see \code{\link[effects:effect]{Effect}}.
-#' @exportS3Method effects::Effect ivreg
+#' @exportS3Method effects::Effect
 Effect.ivreg <- function (focal.predictors, mod, ...) {
   mod$contrasts <- mod$contrasts$regressors
   NextMethod()
@@ -680,7 +680,7 @@ formula.ivreg <- function(x, component = c("complete", "regressors", "instrument
 }
 
 #' @rdname ivregMethods
-#' @exportS3Method insight::find_formula ivreg
+#' @exportS3Method insight::find_formula 
 find_formula.ivreg <- function(x, ...) {
     list(conditional=formula(x, "regressors"), instruments=formula(x, "instruments"))
 }