diff --git a/404.html b/404.html index ed22a88..9b8a9cd 100644 --- a/404.html +++ b/404.html @@ -12,7 +12,7 @@ - + @@ -114,7 +114,7 @@

Page not found (404)

-

Site built with pkgdown 2.0.7.

+

Site built with pkgdown 2.0.9.

diff --git a/articles/Diagnostics-for-2SLS-Regression.html b/articles/Diagnostics-for-2SLS-Regression.html index dc7080e..f7f4e03 100644 --- a/articles/Diagnostics-for-2SLS-Regression.html +++ b/articles/Diagnostics-for-2SLS-Regression.html @@ -12,7 +12,7 @@ - + @@ -311,7 +311,7 @@

Unusual-Data Diagnostics f the two for each case, \(h_i = (p/n) \times \max \left( h^{(1*)}_i, h^{(2*)}_i \right)\), or as their (rescaled) geometric mean, \(h_i = (p/n) -\times \sqrt{h^{(1*)}_i \times h^{(2*)}_i}\). The +\times \sqrt{h^{(1*)}_i \times h^{(2*)}_i}\). The ivreg package provides both of these options.

Unusual-Data Diagnostics in the ivreg Package @@ -1329,7 +1329,7 @@

Concluding Remarks

References

-
+
Basmann, R. L. 1957. “A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation.” @@ -1480,7 +1480,7 @@

References

-

Site built with pkgdown 2.0.7.

+

Site built with pkgdown 2.0.9.

diff --git a/articles/Diagnostics-for-2SLS-Regression_files/figure-html/unnamed-chunk-19-1.png b/articles/Diagnostics-for-2SLS-Regression_files/figure-html/unnamed-chunk-19-1.png index daf2d6f..3107bc3 100644 Binary files a/articles/Diagnostics-for-2SLS-Regression_files/figure-html/unnamed-chunk-19-1.png and b/articles/Diagnostics-for-2SLS-Regression_files/figure-html/unnamed-chunk-19-1.png differ diff --git a/articles/Diagnostics-for-2SLS-Regression_files/figure-html/unnamed-chunk-21-1.png b/articles/Diagnostics-for-2SLS-Regression_files/figure-html/unnamed-chunk-21-1.png index 7b9ba51..d79c230 100644 Binary files a/articles/Diagnostics-for-2SLS-Regression_files/figure-html/unnamed-chunk-21-1.png and b/articles/Diagnostics-for-2SLS-Regression_files/figure-html/unnamed-chunk-21-1.png differ diff --git a/articles/index.html b/articles/index.html index e8e9bd8..066e375 100644 --- a/articles/index.html +++ b/articles/index.html @@ -1,5 +1,5 @@ -Articles • ivregArticles • ivreg @@ -77,7 +77,7 @@

All vignettes

-

Site built with pkgdown 2.0.7.

+

Site built with pkgdown 2.0.9.

diff --git a/articles/ivreg.html b/articles/ivreg.html index 572505b..6da88fa 100644 --- a/articles/ivreg.html +++ b/articles/ivreg.html @@ -12,7 +12,7 @@ - + @@ -98,7 +98,7 @@

John Fox, Christian Kleiber, Achim Zeileis

last modified: -2023-05-16

+2024-04-20

Source: vignettes/ivreg.Rmd @@ -328,580 +328,281 @@

Illustration: Returns to schoolingcompareCoefs() function from the car -package or the msummary() function from the modelsummary +package or the msummary() function from the modelsummary package:

-library("modelsummary")
+library("modelsummary")
 m_list <- list(OLS = m_ols, IV = m_iv)
-msummary(m_list)
-
- - - - - - - - + + + +tinytable_rrapy1m2305li10rw6b1 + +
+
OLSIV
+ + + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + + - - - - + + + +
OLSIV
(Intercept)5.2604.485
(Intercept) 5.260 4.485
(0.049)(0.675)
(0.049) (0.675)
education0.0740.133
education 0.074 0.133
(0.004)(0.051)
(0.004) (0.051)
poly(experience, 2)18.9329.142
poly(experience, 2)18.932 9.142
(0.495)(0.564)
(0.495) (0.564)
poly(experience, 2)2-2.642-0.938
poly(experience, 2)2-2.642 -0.938
(0.375)(1.580)
(0.375) (1.580)
ethnicityafam-0.190-0.103
ethnicityafam -0.190 -0.103
(0.018)(0.077)
(0.018) (0.077)
smsayes0.1610.108
smsayes 0.161 0.108
(0.016)(0.050)
(0.016) (0.050)
southyes-0.125-0.098
southyes -0.125 -0.098
(0.015)(0.029)
(0.015) (0.029)
Num.Obs.30103010
Num.Obs. 3010 3010
R20.2910.176
R2 0.291 0.176
R2 Adj.0.2890.175
R2 Adj. 0.289 0.175
AIC40329.640778.6
AIC 40329.6 40778.6
BIC40377.740826.7
BIC 40377.7 40826.7
Log.Lik.-1308.702
Log.Lik. -1308.702
F204.932
F 204.932
RMSE0.370.40
RMSE 0.37 0.40
-

The change in coefficients and associated standard errors can also be -brought out graphically using the modelplot() function from + +

The change in coefficients and associated standard errors can also be +brought out graphically using the modelplot() function from modelsummary which shows the coefficient estimates along with their 95% confidence intervals. Below we omit the intercept and experience terms as these are on a different scale than the other coefficients.

-modelplot(m_list, coef_omit = "Intercept|experience")
+modelplot(m_list, coef_omit = "Intercept|experience")

@@ -923,7 +624,7 @@

Illustration: Returns to schooling

-

Site built with pkgdown 2.0.7.

+

Site built with pkgdown 2.0.9.

diff --git a/articles/ivreg_files/figure-html/modelplot-1.png b/articles/ivreg_files/figure-html/modelplot-1.png index faa16ed..3902e6d 100644 Binary files a/articles/ivreg_files/figure-html/modelplot-1.png and b/articles/ivreg_files/figure-html/modelplot-1.png differ diff --git a/authors.html b/authors.html index 6ca153c..25f979e 100644 --- a/authors.html +++ b/authors.html @@ -1,5 +1,5 @@ -Authors and Citation • ivregAuthors and Citation • ivreg @@ -57,7 +57,7 @@
-

Authors

+

Authors and Citation

@@ -78,7 +78,7 @@

Authors

  • -

    R-Core. Contributor. +

    R Core Team. Contributor.

    • @@ -90,14 +90,14 @@

    Citation

    -

    Fox J, Kleiber C, Zeileis A (2023). +

    Fox J, Kleiber C, Zeileis A (2024). ivreg: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics. R package version 0.6-3, https://zeileis.github.io/ivreg/. 

    @Manual{,
   title = {ivreg: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics},
   author = {John Fox and Christian Kleiber and Achim Zeileis},
-  year = {2023},
+  year = {2024},
   note = {R package version 0.6-3},
   url = {https://zeileis.github.io/ivreg/},
 }
    @@ -113,7 +113,7 @@

    Citation

    -

    Site built with pkgdown 2.0.7.

    +

    Site built with pkgdown 2.0.9.

    diff --git a/index.html b/index.html index 121cdc4..c9eb032 100644 --- a/index.html +++ b/index.html @@ -12,7 +12,7 @@ - + @@ -96,8 +96,8 @@

    Two-Stage Least-Squ

    An implementation of instrumental variables regression using two-stage least-squares (2SLS) estimation, based on the ivreg() function previously in the AER package. In addition to standard regression functionality (parameter estimation, inference, predictions, etc.) the package provides various regression diagnostics, including hat values, deletion diagnostics such as studentized residuals and Cook’s distances; graphical diagnostics such as component-plus-residual plots and added-variable plots; and effect plots with partial residuals.

    Instrumental variables regression:

    -
    library("ivreg")
-ivreg(Q ~ P + D | D + F + A, data = Kmenta)
    +
    library("ivreg")
+ivreg(Q ~ P + D | D + F + A, data = Kmenta)

    Via two-stage least squares (2SLS):

    2SLS

    With diagnostics:

    @@ -153,7 +153,7 @@

    Developers

    -

    Site built with pkgdown 2.0.7.

    +

    Site built with pkgdown 2.0.9.

    diff --git a/news/index.html b/news/index.html index 890040d..ba315c1 100644 --- a/news/index.html +++ b/news/index.html @@ -1,5 +1,5 @@ -Changelog • ivregChangelog • ivreg @@ -63,8 +63,9 @@

    Changelog

    Version 0.6-3

    • Enhanced predict.ivreg() method, which optionally provides standard errors, confidence intervals, and prediction intervals for predicted values.

      • -

    • The gt rather than the kableExtra package (recently not actively maintained) is used now for the modelsummary table shown in the package vignette (contributed by Vincent Arel-Bundock).

      • +

    • The tinytable rather than the kableExtra package (recently not actively maintained) is used now for the modelsummary table shown in the package vignette (contributed by Vincent Arel-Bundock).

    • Further small improvements in the package vignettes.

      • +

    • Improve non-anchored links in manual pages (prompted by CRAN).

    Version 0.6-22023-03-17

    @@ -112,7 +113,7 @@

    Version 0.5-0
    -

    Site built with pkgdown 2.0.7.

    +

    Site built with pkgdown 2.0.9.

    diff --git a/pkgdown.yml b/pkgdown.yml index d2571fa..1341471 100644 --- a/pkgdown.yml +++ b/pkgdown.yml @@ -1,10 +1,10 @@ -pandoc: 2.19.2 -pkgdown: 2.0.7 +pandoc: 3.1.11 +pkgdown: 2.0.9 pkgdown_sha: ~ articles: Diagnostics-for-2SLS-Regression: Diagnostics-for-2SLS-Regression.html ivreg: ivreg.html -last_built: 2023-06-24T16:55Z +last_built: 2024-04-20T14:05Z urls: reference: https://zeileis.github.io/ivreg/reference article: https://zeileis.github.io/ivreg/articles diff --git a/reference/CigaretteDemand.html b/reference/CigaretteDemand.html index 8b9a773..a3f43a9 100644 --- a/reference/CigaretteDemand.html +++ b/reference/CigaretteDemand.html @@ -1,5 +1,5 @@ -U.S. Cigarette Demand Data — CigaretteDemand • ivregU.S. Cigarette Demand Data — CigaretteDemand • ivregPartly Artificial Data on the U.S. Economy — Kmenta • ivregPartly Artificial Data on the U.S. Economy — Kmenta • ivreg -

    Site built with pkgdown 2.0.7.

    +

    Site built with pkgdown 2.0.9.

    diff --git a/reference/Rplot008.png b/reference/Rplot008.png index a8096de..6edd76b 100644 Binary files a/reference/Rplot008.png and b/reference/Rplot008.png differ diff --git a/reference/SchoolingReturns.html b/reference/SchoolingReturns.html index 2ee4cd0..1e3ede4 100644 --- a/reference/SchoolingReturns.html +++ b/reference/SchoolingReturns.html @@ -1,5 +1,5 @@ -U.S. Returns to Schooling Data — SchoolingReturns • ivregU.S. Returns to Schooling Data — SchoolingReturns • ivregFunction reference • ivregFunction reference • ivreg @@ -72,7 +72,7 @@

    Instrumental Variables Regression

    Fitting Instrumental-Variable Regressions by 2SLS, 2SM, or 2SMM Estimation

    -

    coef(<ivreg>) vcov(<ivreg>) confint(<ivreg>) bread.ivreg() estfun.ivreg() vcovHC.ivreg() terms(<ivreg>) model.matrix(<ivreg>) model.matrix(<ivreg_projected>) predict(<ivreg>) print(<ivreg>) summary(<ivreg>) print(<summary.ivreg>) anova(<ivreg>) update(<ivreg>) residuals(<ivreg>) Effect.ivreg() formula(<ivreg>) find_formula.ivreg() Anova(<ivreg>) linearHypothesis(<ivreg>) alias(<ivreg>) qr(<ivreg>) weights(<ivreg>)

    +

    coef(<ivreg>) vcov(<ivreg>) confint(<ivreg>) bread(<ivreg>) estfun(<ivreg>) vcovHC(<ivreg>) terms(<ivreg>) model.matrix(<ivreg>) model.matrix(<ivreg_projected>) predict(<ivreg>) print(<ivreg>) summary(<ivreg>) print(<summary.ivreg>) anova(<ivreg>) update(<ivreg>) residuals(<ivreg>) Effect(<ivreg>) formula(<ivreg>) find_formula(<ivreg>) Anova(<ivreg>) linearHypothesis(<ivreg>) alias(<ivreg>) qr(<ivreg>) weights(<ivreg>)

    Methods for "ivreg" Objects

    @@ -108,7 +108,7 @@

    Data Sets -

    Site built with pkgdown 2.0.7.

    +

    Site built with pkgdown 2.0.9.

    diff --git a/reference/ivreg.fit.html b/reference/ivreg.fit.html index ee60820..6351c90 100644 --- a/reference/ivreg.fit.html +++ b/reference/ivreg.fit.html @@ -1,5 +1,5 @@ -Fitting Instrumental-Variable Regressions by 2SLS, 2SM, or 2SMM Estimation — ivreg.fit • ivregFitting Instrumental-Variable Regressions by 2SLS, 2SM, or 2SMM Estimation — ivreg.fit • ivregInstrumental-Variable Regression by 2SLS, 2SM, or 2SMM Estimation — ivreg • ivregInstrumental-Variable Regression by 2SLS, 2SM, or 2SMM Estimation — ivreg • ivreg -

    Site built with pkgdown 2.0.7.

    +

    Site built with pkgdown 2.0.9.

    diff --git a/reference/ivregDiagnostics-8.png b/reference/ivregDiagnostics-8.png index caa0d61..16fed46 100644 Binary files a/reference/ivregDiagnostics-8.png and b/reference/ivregDiagnostics-8.png differ diff --git a/reference/ivregDiagnostics.html b/reference/ivregDiagnostics.html index 038d35c..14b936b 100644 --- a/reference/ivregDiagnostics.html +++ b/reference/ivregDiagnostics.html @@ -1,5 +1,5 @@ -Deletion and Other Diagnostic Methods for "ivreg" Objects — influence.ivreg • ivregDeletion and Other Diagnostic Methods for "ivreg" Objects — influence.ivreg • ivreg#> Bootstrap bca confidence intervals #> #> 2.5 % 97.5 % -#> (Intercept) 79.8349267 109.43144049 -#> P -0.4435033 -0.02613977 -#> D 0.1692551 0.40122873 +#> (Intercept) 74.1021451 107.77780398 +#> P -0.4454188 0.02161098 +#> D 0.1902243 0.40024278 car::outlierTest(kmenta.eq1) #> No Studentized residuals with Bonferroni p < 0.05 #> Largest |rstudent|: @@ -403,7 +403,7 @@

    Examples

    -

    Site built with pkgdown 2.0.7.

    +

    Site built with pkgdown 2.0.9.

    diff --git a/reference/ivregMethods.html b/reference/ivregMethods.html index ccaf7a2..0137816 100644 --- a/reference/ivregMethods.html +++ b/reference/ivregMethods.html @@ -1,5 +1,5 @@ -Methods for "ivreg" Objects — coef.ivreg • ivreg