46 |
47 |
48 | **With diagnostics:**
49 |
50 | ```{r effects, echo=FALSE, results="hide", message=FALSE, fig.height=4.7, fig.width=5, fig.show="hide"}
51 | library("ivreg")
52 | library("effects")
53 | library("car")
54 | deq <- ivreg(Q ~ P + D | D + F + A, data = Kmenta)
55 | plot(predictorEffect("P", deq, residuals = TRUE), partial.residuals = list(span = 1))
56 | ```
57 |
58 | ```{r qqplot, echo=FALSE, results="hide", message=FALSE, fig.height=4.7, fig.width=5, fig.show="hide"}
59 | qqPlot(deq, main = "QQ plot")
60 | ## mtext("QQ plot", line = 1.5, cex = 1.2, font = 2)
61 | ```
62 |
63 | ```{r influenceplot, echo=FALSE, results="hide", message=FALSE, fig.height=4.7, fig.width=5, fig.show="hide"}
64 | influencePlot(deq, main = "")
65 | mtext("Influence plot", line = 2, cex = 1.2, font = 2)
66 | ```
67 |
68 | 
69 | 
70 | 
71 |
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/README.md:
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1 |
2 |
3 |
4 | ## Two-Stage Least-Squares Regression with Diagnostics
5 |
6 | An implementation of instrumental variables regression using two-stage
7 | least-squares (2SLS) estimation, based on the `ivreg()` function
8 | previously in the [AER](https://CRAN.R-project.org/package=AER) package.
9 | In addition to standard regression functionality (parameter estimation,
10 | inference, predictions, etc.) the package provides various regression
11 | diagnostics, including hat values, deletion diagnostics such as
12 | studentized residuals and Cook’s distances; graphical diagnostics such
13 | as component-plus-residual plots and added-variable plots; and effect
14 | plots with partial residuals.
15 |
16 | **Instrumental variables regression:**
17 |
18 | library("ivreg")
19 | ivreg(Q ~ P + D | D + F + A, data = Kmenta)
20 |
21 | **Via two-stage least squares (2SLS):**
22 |
23 | `, etc.) that has more than one element. Defaults to 1 (for ``).
76 | getTopLevel: function($scope) {
77 | for (var i = 1; i <= 6; i++) {
78 | var $headings = this.findOrFilter($scope, 'h' + i);
79 | if ($headings.length > 1) {
80 | return i;
81 | }
82 | }
83 |
84 | return 1;
85 | },
86 |
87 | // returns the elements for the top level, and the next below it
88 | getHeadings: function($scope, topLevel) {
89 | var topSelector = 'h' + topLevel;
90 |
91 | var secondaryLevel = topLevel + 1;
92 | var secondarySelector = 'h' + secondaryLevel;
93 |
94 | return this.findOrFilter($scope, topSelector + ',' + secondarySelector);
95 | },
96 |
97 | getNavLevel: function(el) {
98 | return parseInt(el.tagName.charAt(1), 10);
99 | },
100 |
101 | populateNav: function($topContext, topLevel, $headings) {
102 | var $context = $topContext;
103 | var $prevNav;
104 |
105 | var helpers = this;
106 | $headings.each(function(i, el) {
107 | var $newNav = helpers.generateNavItem(el);
108 | var navLevel = helpers.getNavLevel(el);
109 |
110 | // determine the proper $context
111 | if (navLevel === topLevel) {
112 | // use top level
113 | $context = $topContext;
114 | } else if ($prevNav && $context === $topContext) {
115 | // create a new level of the tree and switch to it
116 | $context = helpers.createChildNavList($prevNav);
117 | } // else use the current $context
118 |
119 | $context.append($newNav);
120 |
121 | $prevNav = $newNav;
122 | });
123 | },
124 |
125 | parseOps: function(arg) {
126 | var opts;
127 | if (arg.jquery) {
128 | opts = {
129 | $nav: arg
130 | };
131 | } else {
132 | opts = arg;
133 | }
134 | opts.$scope = opts.$scope || $(document.body);
135 | return opts;
136 | }
137 | },
138 |
139 | // accepts a jQuery object, or an options object
140 | init: function(opts) {
141 | opts = this.helpers.parseOps(opts);
142 |
143 | // ensure that the data attribute is in place for styling
144 | opts.$nav.attr('data-toggle', 'toc');
145 |
146 | var $topContext = this.helpers.createChildNavList(opts.$nav);
147 | var topLevel = this.helpers.getTopLevel(opts.$scope);
148 | var $headings = this.helpers.getHeadings(opts.$scope, topLevel);
149 | this.helpers.populateNav($topContext, topLevel, $headings);
150 | }
151 | };
152 |
153 | $(function() {
154 | $('nav[data-toggle="toc"]').each(function(i, el) {
155 | var $nav = $(el);
156 | Toc.init($nav);
157 | });
158 | });
159 | })();
160 |
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/docs/docsearch.js:
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1 | $(function() {
2 |
3 | // register a handler to move the focus to the search bar
4 | // upon pressing shift + "/" (i.e. "?")
5 | $(document).on('keydown', function(e) {
6 | if (e.shiftKey && e.keyCode == 191) {
7 | e.preventDefault();
8 | $("#search-input").focus();
9 | }
10 | });
11 |
12 | $(document).ready(function() {
13 | // do keyword highlighting
14 | /* modified from https://jsfiddle.net/julmot/bL6bb5oo/ */
15 | var mark = function() {
16 |
17 | var referrer = document.URL ;
18 | var paramKey = "q" ;
19 |
20 | if (referrer.indexOf("?") !== -1) {
21 | var qs = referrer.substr(referrer.indexOf('?') + 1);
22 | var qs_noanchor = qs.split('#')[0];
23 | var qsa = qs_noanchor.split('&');
24 | var keyword = "";
25 |
26 | for (var i = 0; i < qsa.length; i++) {
27 | var currentParam = qsa[i].split('=');
28 |
29 | if (currentParam.length !== 2) {
30 | continue;
31 | }
32 |
33 | if (currentParam[0] == paramKey) {
34 | keyword = decodeURIComponent(currentParam[1].replace(/\+/g, "%20"));
35 | }
36 | }
37 |
38 | if (keyword !== "") {
39 | $(".contents").unmark({
40 | done: function() {
41 | $(".contents").mark(keyword);
42 | }
43 | });
44 | }
45 | }
46 | };
47 |
48 | mark();
49 | });
50 | });
51 |
52 | /* Search term highlighting ------------------------------*/
53 |
54 | function matchedWords(hit) {
55 | var words = [];
56 |
57 | var hierarchy = hit._highlightResult.hierarchy;
58 | // loop to fetch from lvl0, lvl1, etc.
59 | for (var idx in hierarchy) {
60 | words = words.concat(hierarchy[idx].matchedWords);
61 | }
62 |
63 | var content = hit._highlightResult.content;
64 | if (content) {
65 | words = words.concat(content.matchedWords);
66 | }
67 |
68 | // return unique words
69 | var words_uniq = [...new Set(words)];
70 | return words_uniq;
71 | }
72 |
73 | function updateHitURL(hit) {
74 |
75 | var words = matchedWords(hit);
76 | var url = "";
77 |
78 | if (hit.anchor) {
79 | url = hit.url_without_anchor + '?q=' + escape(words.join(" ")) + '#' + hit.anchor;
80 | } else {
81 | url = hit.url + '?q=' + escape(words.join(" "));
82 | }
83 |
84 | return url;
85 | }
86 |
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1 | /* Edit pkgdown/extra.css to customize the theme */
2 |
3 | /* Color:
4 | * logo-purple: #8709b0;
5 | */
6 |
7 | @import url('https://fonts.googleapis.com/css?family=Roboto:300,500');
8 |
9 | body {
10 | font-family: 'Roboto', sans-serif;
11 | font-weight: 300;
12 | }
13 |
14 | /* The "default" hyperlinks: default bright blue, hover pinkish */
15 | a { color: #8709b0;}
16 |
17 | /* Font size for the content and the navigation bar (top): increase
18 | * font size by a factor of 1.3 (1.3 elements, global) */
19 | #navbar, div.contents { font-size: 1.3em; }
20 |
21 | #tocnav > ul > li > a:hover {
22 | color: #8709b0;
23 | }
24 |
25 | h1, h2, h3, h4, h5, h6, .h1, .h2, .h3, .h4, .h5, .h6 {
26 | font-family: 'Roboto', sans-serif;
27 | font-weight: 500;
28 | }
29 |
30 | b, strong, th {
31 | font-weight: 500;
32 | }
33 |
34 | .navbar-brand {
35 | background-image: url('logo_wide.png');
36 | background-repeat: no-repeat;
37 | background-position: 12.5px 5px;
38 | background-size: 110px auto;
39 | width: 200px;
40 | height: 58px;
41 | }
42 |
43 | .navbar-brand > .navbar-link {
44 | opacity: 0;
45 | width: 0;
46 | height: 0;
47 | display: block;
48 | font-size: 1.7em;
49 | line-height: 1em;
50 | width: 110px;
51 | height: 30px;
52 | float: left;
53 | }
54 |
55 | /* Adjust main navigation bar (top) to match the size of the
56 | * branding/logo */
57 | .navbar-brand > .label {
58 | display: block;
59 | margin-left: 110px;
60 | margin-top: 14px;
61 | font-weight: normal;
62 | background-color: transparent;
63 | /*color: #8709b0;*/
64 | color: #777;
65 | }
66 |
67 | /* Make the logo slightly smaller to avoid line breaks
68 | * on the collapsed view */
69 | @media all and (max-width: 250px) {
70 | .navbar-brand {
71 | width: 110px;
72 | background-size: 100px;
73 | background-position: 10px 5px;
74 | height: 39px;
75 | }
76 | .navbar-brand > .navbar-link { height: 25px; width: 100px; }
77 | .navbar-brand > .label { margin-top: 10px; margin-left: 100px; }
78 | }
79 |
80 | .navbar .navbar-nav > li > a {
81 | margin: 11px 0.5em;
82 | padding: 8px 8px;
83 | }
84 | .navbar > .navbar-nav > li.dropdown.open > a,
85 | .navbar > .navbar-nav > li.dropdown.open:hover,
86 | .navbar > .navbar-nav > li.dropdown.open > a:hover {
87 | background-color: transparent;
88 | }
89 |
90 | .dropdown-menu > li {
91 | background-color: white;
92 | }
93 | .dropdown-menu > li > a:hover {
94 | color: #8709b0;
95 | }
96 | .navbar .navbar-nav > li:hover,
97 | .navbar .navbar-nav > li.dropdown:hover {
98 | background-color: #8709b0;
99 | }
100 | .navbar .navbar-nav > li > a:hover, .navbar .navbar-nav > li.dropdown > a:hover,
101 | .navbar .navbar-nav > li:hover > a, .navbar .navbar-nav > li.dropdown:hover > a {
102 | background-color: #8709b0;
103 | color: white;
104 | }
105 | .navbar .navbar-nav > .active {
106 | background-color: #ececec;
107 | }
108 | .navbar .navbar-nav > .active:hover {
109 | background-color: #8709b0;
110 | }
111 | .navbar .navbar-nav > .active:hover > *,
112 | .navbar .navbar-nav > .active > a:hover {
113 | color: white;
114 | background-color: transparent;
115 | }
116 | .navbar .navbar-nav > li.dropdown.open:hover,
117 | .navbar .navbar-nav > li.dropdown:hover {
118 | background-color: #8709b0;
119 | }
120 | .navbar .navbar-nav > li.dropdown.open:hover,
121 | .navbar .navbar-nav > li.dropdown:hover,
122 | .navbar .navbar-nav > li.dropdown > *:hover {
123 | color: white;
124 | }
125 | .navbar .navbar-nav > .active > a,
126 | .navbar .navbar-nav > .active > a:hover {
127 | background-color: transparent;
128 | }
129 |
130 |
131 | div#overview div.page-header h1 {
132 | margin-top: 22px;
133 | padding: 0;
134 | font-size: 250%;
135 | color: dimgray;
136 | }
137 |
138 | div#system-requirements th {
139 | text-align: center;
140 | }
141 |
142 | div.page-header h1 {
143 | font-size: 250%;
144 | color: dimgray;
145 | }
146 |
147 | div.page-header h4 {
148 | padding-top: 10px;
149 | font-size: 120%;
150 | }
151 |
152 | div.contents h1 {
153 | color: dimgray;
154 | font-size: 200%;
155 | padding-top: 80px;
156 | }
157 |
158 | div.contents h2 {
159 | font-size: 150%;
160 | padding-top: 70px;
161 | }
162 |
163 | div.contents h3 {
164 | font-size: 120%;
165 | padding-top: 60px;
166 | }
167 |
168 | div.contents h4 {
169 | font-size: 100%;
170 | padding-top: 60px;
171 | }
172 |
173 | pre {
174 | overflow-x: auto;
175 | font-size: 80%;
176 | line-height: 150%;
177 | }
178 |
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1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 | Instrumental-Variables Regression by 2SLS, 2SM, or 2SMM, with Diagnostics • ivreg
9 |
10 |
11 |
12 |
13 |
14 |
15 |
16 |
17 |
18 |
19 |
20 |
21 |
22 |
23 |
24 |
25 |
26 |
27 |
31 |
32 |
33 |
34 |
35 |
36 |
88 |
89 |
90 |
91 |
92 |
93 |
94 |
95 | Two-Stage Least-Squares Regression with Diagnostics
96 |
97 | 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.
98 | Instrumental variables regression:
99 | library("ivreg")
100 | ivreg(Q ~ P + D | D + F + A, data = Kmenta)
101 | Via two-stage least squares (2SLS):
102 | 
103 | With diagnostics:
104 | 
105 |
106 |
107 |
108 |
146 |
147 |
148 |
149 |
160 |
161 |
162 |
163 |
164 |
165 |
166 |
167 |
168 |
169 |
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1 | /* Sticky footer */
2 |
3 | /**
4 | * Basic idea: https://philipwalton.github.io/solved-by-flexbox/demos/sticky-footer/
5 | * Details: https://github.com/philipwalton/solved-by-flexbox/blob/master/assets/css/components/site.css
6 | *
7 | * .Site -> body > .container
8 | * .Site-content -> body > .container .row
9 | * .footer -> footer
10 | *
11 | * Key idea seems to be to ensure that .container and __all its parents__
12 | * have height set to 100%
13 | *
14 | */
15 |
16 | html, body {
17 | height: 100%;
18 | }
19 |
20 | body {
21 | position: relative;
22 | }
23 |
24 | body > .container {
25 | display: flex;
26 | height: 100%;
27 | flex-direction: column;
28 | }
29 |
30 | body > .container .row {
31 | flex: 1 0 auto;
32 | }
33 |
34 | footer {
35 | margin-top: 45px;
36 | padding: 35px 0 36px;
37 | border-top: 1px solid #e5e5e5;
38 | color: #666;
39 | display: flex;
40 | flex-shrink: 0;
41 | }
42 | footer p {
43 | margin-bottom: 0;
44 | }
45 | footer div {
46 | flex: 1;
47 | }
48 | footer .pkgdown {
49 | text-align: right;
50 | }
51 | footer p {
52 | margin-bottom: 0;
53 | }
54 |
55 | img.icon {
56 | float: right;
57 | }
58 |
59 | /* Ensure in-page images don't run outside their container */
60 | .contents img {
61 | max-width: 100%;
62 | height: auto;
63 | }
64 |
65 | /* Fix bug in bootstrap (only seen in firefox) */
66 | summary {
67 | display: list-item;
68 | }
69 |
70 | /* Typographic tweaking ---------------------------------*/
71 |
72 | .contents .page-header {
73 | margin-top: calc(-60px + 1em);
74 | }
75 |
76 | dd {
77 | margin-left: 3em;
78 | }
79 |
80 | /* Section anchors ---------------------------------*/
81 |
82 | a.anchor {
83 | display: none;
84 | margin-left: 5px;
85 | width: 20px;
86 | height: 20px;
87 |
88 | background-image: url(./link.svg);
89 | background-repeat: no-repeat;
90 | background-size: 20px 20px;
91 | background-position: center center;
92 | }
93 |
94 | h1:hover .anchor,
95 | h2:hover .anchor,
96 | h3:hover .anchor,
97 | h4:hover .anchor,
98 | h5:hover .anchor,
99 | h6:hover .anchor {
100 | display: inline-block;
101 | }
102 |
103 | /* Fixes for fixed navbar --------------------------*/
104 |
105 | .contents h1, .contents h2, .contents h3, .contents h4 {
106 | padding-top: 60px;
107 | margin-top: -40px;
108 | }
109 |
110 | /* Navbar submenu --------------------------*/
111 |
112 | .dropdown-submenu {
113 | position: relative;
114 | }
115 |
116 | .dropdown-submenu>.dropdown-menu {
117 | top: 0;
118 | left: 100%;
119 | margin-top: -6px;
120 | margin-left: -1px;
121 | border-radius: 0 6px 6px 6px;
122 | }
123 |
124 | .dropdown-submenu:hover>.dropdown-menu {
125 | display: block;
126 | }
127 |
128 | .dropdown-submenu>a:after {
129 | display: block;
130 | content: " ";
131 | float: right;
132 | width: 0;
133 | height: 0;
134 | border-color: transparent;
135 | border-style: solid;
136 | border-width: 5px 0 5px 5px;
137 | border-left-color: #cccccc;
138 | margin-top: 5px;
139 | margin-right: -10px;
140 | }
141 |
142 | .dropdown-submenu:hover>a:after {
143 | border-left-color: #ffffff;
144 | }
145 |
146 | .dropdown-submenu.pull-left {
147 | float: none;
148 | }
149 |
150 | .dropdown-submenu.pull-left>.dropdown-menu {
151 | left: -100%;
152 | margin-left: 10px;
153 | border-radius: 6px 0 6px 6px;
154 | }
155 |
156 | /* Sidebar --------------------------*/
157 |
158 | #pkgdown-sidebar {
159 | margin-top: 30px;
160 | position: -webkit-sticky;
161 | position: sticky;
162 | top: 70px;
163 | }
164 |
165 | #pkgdown-sidebar h2 {
166 | font-size: 1.5em;
167 | margin-top: 1em;
168 | }
169 |
170 | #pkgdown-sidebar h2:first-child {
171 | margin-top: 0;
172 | }
173 |
174 | #pkgdown-sidebar .list-unstyled li {
175 | margin-bottom: 0.5em;
176 | }
177 |
178 | /* bootstrap-toc tweaks ------------------------------------------------------*/
179 |
180 | /* All levels of nav */
181 |
182 | nav[data-toggle='toc'] .nav > li > a {
183 | padding: 4px 20px 4px 6px;
184 | font-size: 1.5rem;
185 | font-weight: 400;
186 | color: inherit;
187 | }
188 |
189 | nav[data-toggle='toc'] .nav > li > a:hover,
190 | nav[data-toggle='toc'] .nav > li > a:focus {
191 | padding-left: 5px;
192 | color: inherit;
193 | border-left: 1px solid #878787;
194 | }
195 |
196 | nav[data-toggle='toc'] .nav > .active > a,
197 | nav[data-toggle='toc'] .nav > .active:hover > a,
198 | nav[data-toggle='toc'] .nav > .active:focus > a {
199 | padding-left: 5px;
200 | font-size: 1.5rem;
201 | font-weight: 400;
202 | color: inherit;
203 | border-left: 2px solid #878787;
204 | }
205 |
206 | /* Nav: second level (shown on .active) */
207 |
208 | nav[data-toggle='toc'] .nav .nav {
209 | display: none; /* Hide by default, but at >768px, show it */
210 | padding-bottom: 10px;
211 | }
212 |
213 | nav[data-toggle='toc'] .nav .nav > li > a {
214 | padding-left: 16px;
215 | font-size: 1.35rem;
216 | }
217 |
218 | nav[data-toggle='toc'] .nav .nav > li > a:hover,
219 | nav[data-toggle='toc'] .nav .nav > li > a:focus {
220 | padding-left: 15px;
221 | }
222 |
223 | nav[data-toggle='toc'] .nav .nav > .active > a,
224 | nav[data-toggle='toc'] .nav .nav > .active:hover > a,
225 | nav[data-toggle='toc'] .nav .nav > .active:focus > a {
226 | padding-left: 15px;
227 | font-weight: 500;
228 | font-size: 1.35rem;
229 | }
230 |
231 | /* orcid ------------------------------------------------------------------- */
232 |
233 | .orcid {
234 | font-size: 16px;
235 | color: #A6CE39;
236 | /* margins are required by official ORCID trademark and display guidelines */
237 | margin-left:4px;
238 | margin-right:4px;
239 | vertical-align: middle;
240 | }
241 |
242 | /* Reference index & topics ----------------------------------------------- */
243 |
244 | .ref-index th {font-weight: normal;}
245 |
246 | .ref-index td {vertical-align: top; min-width: 100px}
247 | .ref-index .icon {width: 40px;}
248 | .ref-index .alias {width: 40%;}
249 | .ref-index-icons .alias {width: calc(40% - 40px);}
250 | .ref-index .title {width: 60%;}
251 |
252 | .ref-arguments th {text-align: right; padding-right: 10px;}
253 | .ref-arguments th, .ref-arguments td {vertical-align: top; min-width: 100px}
254 | .ref-arguments .name {width: 20%;}
255 | .ref-arguments .desc {width: 80%;}
256 |
257 | /* Nice scrolling for wide elements --------------------------------------- */
258 |
259 | table {
260 | display: block;
261 | overflow: auto;
262 | }
263 |
264 | /* Syntax highlighting ---------------------------------------------------- */
265 |
266 | pre, code, pre code {
267 | background-color: #f8f8f8;
268 | color: #333;
269 | }
270 | pre, pre code {
271 | white-space: pre-wrap;
272 | word-break: break-all;
273 | overflow-wrap: break-word;
274 | }
275 |
276 | pre {
277 | border: 1px solid #eee;
278 | }
279 |
280 | pre .img, pre .r-plt {
281 | margin: 5px 0;
282 | }
283 |
284 | pre .img img, pre .r-plt img {
285 | background-color: #fff;
286 | }
287 |
288 | code a, pre a {
289 | color: #375f84;
290 | }
291 |
292 | a.sourceLine:hover {
293 | text-decoration: none;
294 | }
295 |
296 | .fl {color: #1514b5;}
297 | .fu {color: #000000;} /* function */
298 | .ch,.st {color: #036a07;} /* string */
299 | .kw {color: #264D66;} /* keyword */
300 | .co {color: #888888;} /* comment */
301 |
302 | .error {font-weight: bolder;}
303 | .warning {font-weight: bolder;}
304 |
305 | /* Clipboard --------------------------*/
306 |
307 | .hasCopyButton {
308 | position: relative;
309 | }
310 |
311 | .btn-copy-ex {
312 | position: absolute;
313 | right: 0;
314 | top: 0;
315 | visibility: hidden;
316 | }
317 |
318 | .hasCopyButton:hover button.btn-copy-ex {
319 | visibility: visible;
320 | }
321 |
322 | /* headroom.js ------------------------ */
323 |
324 | .headroom {
325 | will-change: transform;
326 | transition: transform 200ms linear;
327 | }
328 | .headroom--pinned {
329 | transform: translateY(0%);
330 | }
331 | .headroom--unpinned {
332 | transform: translateY(-100%);
333 | }
334 |
335 | /* mark.js ----------------------------*/
336 |
337 | mark {
338 | background-color: rgba(255, 255, 51, 0.5);
339 | border-bottom: 2px solid rgba(255, 153, 51, 0.3);
340 | padding: 1px;
341 | }
342 |
343 | /* vertical spacing after htmlwidgets */
344 | .html-widget {
345 | margin-bottom: 10px;
346 | }
347 |
348 | /* fontawesome ------------------------ */
349 |
350 | .fab {
351 | font-family: "Font Awesome 5 Brands" !important;
352 | }
353 |
354 | /* don't display links in code chunks when printing */
355 | /* source: https://stackoverflow.com/a/10781533 */
356 | @media print {
357 | code a:link:after, code a:visited:after {
358 | content: "";
359 | }
360 | }
361 |
362 | /* Section anchors ---------------------------------
363 | Added in pandoc 2.11: https://github.com/jgm/pandoc-templates/commit/9904bf71
364 | */
365 |
366 | div.csl-bib-body { }
367 | div.csl-entry {
368 | clear: both;
369 | }
370 | .hanging-indent div.csl-entry {
371 | margin-left:2em;
372 | text-indent:-2em;
373 | }
374 | div.csl-left-margin {
375 | min-width:2em;
376 | float:left;
377 | }
378 | div.csl-right-inline {
379 | margin-left:2em;
380 | padding-left:1em;
381 | }
382 | div.csl-indent {
383 | margin-left: 2em;
384 | }
385 |
--------------------------------------------------------------------------------
/docs/pkgdown.js:
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1 | /* http://gregfranko.com/blog/jquery-best-practices/ */
2 | (function($) {
3 | $(function() {
4 |
5 | $('.navbar-fixed-top').headroom();
6 |
7 | $('body').css('padding-top', $('.navbar').height() + 10);
8 | $(window).resize(function(){
9 | $('body').css('padding-top', $('.navbar').height() + 10);
10 | });
11 |
12 | $('[data-toggle="tooltip"]').tooltip();
13 |
14 | var cur_path = paths(location.pathname);
15 | var links = $("#navbar ul li a");
16 | var max_length = -1;
17 | var pos = -1;
18 | for (var i = 0; i < links.length; i++) {
19 | if (links[i].getAttribute("href") === "#")
20 | continue;
21 | // Ignore external links
22 | if (links[i].host !== location.host)
23 | continue;
24 |
25 | var nav_path = paths(links[i].pathname);
26 |
27 | var length = prefix_length(nav_path, cur_path);
28 | if (length > max_length) {
29 | max_length = length;
30 | pos = i;
31 | }
32 | }
33 |
34 | // Add class to parent
36 |
88 |
89 |
90 |
91 |
92 |
161 |
162 |
163 |
164 |
165 |
166 |
167 |
168 |
169 |
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/docs/link.svg:
--------------------------------------------------------------------------------
1 |
2 |
3 |
13 |
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/docs/logo.png:
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https://raw.githubusercontent.com/zeileis/ivreg/7105f6c095dd3dd36c2051d4f3a6573fa13c3678/docs/logo.png
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/docs/logo_wide.png:
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https://raw.githubusercontent.com/zeileis/ivreg/7105f6c095dd3dd36c2051d4f3a6573fa13c3678/docs/logo_wide.png
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/docs/pkgdown.css:
--------------------------------------------------------------------------------
1 | /* Sticky footer */
2 |
3 | /**
4 | * Basic idea: https://philipwalton.github.io/solved-by-flexbox/demos/sticky-footer/
5 | * Details: https://github.com/philipwalton/solved-by-flexbox/blob/master/assets/css/components/site.css
6 | *
7 | * .Site -> body > .container
8 | * .Site-content -> body > .container .row
9 | * .footer -> footer
10 | *
11 | * Key idea seems to be to ensure that .container and __all its parents__
12 | * have height set to 100%
13 | *
14 | */
15 |
16 | html, body {
17 | height: 100%;
18 | }
19 |
20 | body {
21 | position: relative;
22 | }
23 |
24 | body > .container {
25 | display: flex;
26 | height: 100%;
27 | flex-direction: column;
28 | }
29 |
30 | body > .container .row {
31 | flex: 1 0 auto;
32 | }
33 |
34 | footer {
35 | margin-top: 45px;
36 | padding: 35px 0 36px;
37 | border-top: 1px solid #e5e5e5;
38 | color: #666;
39 | display: flex;
40 | flex-shrink: 0;
41 | }
42 | footer p {
43 | margin-bottom: 0;
44 | }
45 | footer div {
46 | flex: 1;
47 | }
48 | footer .pkgdown {
49 | text-align: right;
50 | }
51 | footer p {
52 | margin-bottom: 0;
53 | }
54 |
55 | img.icon {
56 | float: right;
57 | }
58 |
59 | /* Ensure in-page images don't run outside their container */
60 | .contents img {
61 | max-width: 100%;
62 | height: auto;
63 | }
64 |
65 | /* Fix bug in bootstrap (only seen in firefox) */
66 | summary {
67 | display: list-item;
68 | }
69 |
70 | /* Typographic tweaking ---------------------------------*/
71 |
72 | .contents .page-header {
73 | margin-top: calc(-60px + 1em);
74 | }
75 |
76 | dd {
77 | margin-left: 3em;
78 | }
79 |
80 | /* Section anchors ---------------------------------*/
81 |
82 | a.anchor {
83 | display: none;
84 | margin-left: 5px;
85 | width: 20px;
86 | height: 20px;
87 |
88 | background-image: url(./link.svg);
89 | background-repeat: no-repeat;
90 | background-size: 20px 20px;
91 | background-position: center center;
92 | }
93 |
94 | h1:hover .anchor,
95 | h2:hover .anchor,
96 | h3:hover .anchor,
97 | h4:hover .anchor,
98 | h5:hover .anchor,
99 | h6:hover .anchor {
100 | display: inline-block;
101 | }
102 |
103 | /* Fixes for fixed navbar --------------------------*/
104 |
105 | .contents h1, .contents h2, .contents h3, .contents h4 {
106 | padding-top: 60px;
107 | margin-top: -40px;
108 | }
109 |
110 | /* Navbar submenu --------------------------*/
111 |
112 | .dropdown-submenu {
113 | position: relative;
114 | }
115 |
116 | .dropdown-submenu>.dropdown-menu {
117 | top: 0;
118 | left: 100%;
119 | margin-top: -6px;
120 | margin-left: -1px;
121 | border-radius: 0 6px 6px 6px;
122 | }
123 |
124 | .dropdown-submenu:hover>.dropdown-menu {
125 | display: block;
126 | }
127 |
128 | .dropdown-submenu>a:after {
129 | display: block;
130 | content: " ";
131 | float: right;
132 | width: 0;
133 | height: 0;
134 | border-color: transparent;
135 | border-style: solid;
136 | border-width: 5px 0 5px 5px;
137 | border-left-color: #cccccc;
138 | margin-top: 5px;
139 | margin-right: -10px;
140 | }
141 |
142 | .dropdown-submenu:hover>a:after {
143 | border-left-color: #ffffff;
144 | }
145 |
146 | .dropdown-submenu.pull-left {
147 | float: none;
148 | }
149 |
150 | .dropdown-submenu.pull-left>.dropdown-menu {
151 | left: -100%;
152 | margin-left: 10px;
153 | border-radius: 6px 0 6px 6px;
154 | }
155 |
156 | /* Sidebar --------------------------*/
157 |
158 | #pkgdown-sidebar {
159 | margin-top: 30px;
160 | position: -webkit-sticky;
161 | position: sticky;
162 | top: 70px;
163 | }
164 |
165 | #pkgdown-sidebar h2 {
166 | font-size: 1.5em;
167 | margin-top: 1em;
168 | }
169 |
170 | #pkgdown-sidebar h2:first-child {
171 | margin-top: 0;
172 | }
173 |
174 | #pkgdown-sidebar .list-unstyled li {
175 | margin-bottom: 0.5em;
176 | }
177 |
178 | /* bootstrap-toc tweaks ------------------------------------------------------*/
179 |
180 | /* All levels of nav */
181 |
182 | nav[data-toggle='toc'] .nav > li > a {
183 | padding: 4px 20px 4px 6px;
184 | font-size: 1.5rem;
185 | font-weight: 400;
186 | color: inherit;
187 | }
188 |
189 | nav[data-toggle='toc'] .nav > li > a:hover,
190 | nav[data-toggle='toc'] .nav > li > a:focus {
191 | padding-left: 5px;
192 | color: inherit;
193 | border-left: 1px solid #878787;
194 | }
195 |
196 | nav[data-toggle='toc'] .nav > .active > a,
197 | nav[data-toggle='toc'] .nav > .active:hover > a,
198 | nav[data-toggle='toc'] .nav > .active:focus > a {
199 | padding-left: 5px;
200 | font-size: 1.5rem;
201 | font-weight: 400;
202 | color: inherit;
203 | border-left: 2px solid #878787;
204 | }
205 |
206 | /* Nav: second level (shown on .active) */
207 |
208 | nav[data-toggle='toc'] .nav .nav {
209 | display: none; /* Hide by default, but at >768px, show it */
210 | padding-bottom: 10px;
211 | }
212 |
213 | nav[data-toggle='toc'] .nav .nav > li > a {
214 | padding-left: 16px;
215 | font-size: 1.35rem;
216 | }
217 |
218 | nav[data-toggle='toc'] .nav .nav > li > a:hover,
219 | nav[data-toggle='toc'] .nav .nav > li > a:focus {
220 | padding-left: 15px;
221 | }
222 |
223 | nav[data-toggle='toc'] .nav .nav > .active > a,
224 | nav[data-toggle='toc'] .nav .nav > .active:hover > a,
225 | nav[data-toggle='toc'] .nav .nav > .active:focus > a {
226 | padding-left: 15px;
227 | font-weight: 500;
228 | font-size: 1.35rem;
229 | }
230 |
231 | /* orcid ------------------------------------------------------------------- */
232 |
233 | .orcid {
234 | font-size: 16px;
235 | color: #A6CE39;
236 | /* margins are required by official ORCID trademark and display guidelines */
237 | margin-left:4px;
238 | margin-right:4px;
239 | vertical-align: middle;
240 | }
241 |
242 | /* Reference index & topics ----------------------------------------------- */
243 |
244 | .ref-index th {font-weight: normal;}
245 |
246 | .ref-index td {vertical-align: top; min-width: 100px}
247 | .ref-index .icon {width: 40px;}
248 | .ref-index .alias {width: 40%;}
249 | .ref-index-icons .alias {width: calc(40% - 40px);}
250 | .ref-index .title {width: 60%;}
251 |
252 | .ref-arguments th {text-align: right; padding-right: 10px;}
253 | .ref-arguments th, .ref-arguments td {vertical-align: top; min-width: 100px}
254 | .ref-arguments .name {width: 20%;}
255 | .ref-arguments .desc {width: 80%;}
256 |
257 | /* Nice scrolling for wide elements --------------------------------------- */
258 |
259 | table {
260 | display: block;
261 | overflow: auto;
262 | }
263 |
264 | /* Syntax highlighting ---------------------------------------------------- */
265 |
266 | pre, code, pre code {
267 | background-color: #f8f8f8;
268 | color: #333;
269 | }
270 | pre, pre code {
271 | white-space: pre-wrap;
272 | word-break: break-all;
273 | overflow-wrap: break-word;
274 | }
275 |
276 | pre {
277 | border: 1px solid #eee;
278 | }
279 |
280 | pre .img, pre .r-plt {
281 | margin: 5px 0;
282 | }
283 |
284 | pre .img img, pre .r-plt img {
285 | background-color: #fff;
286 | }
287 |
288 | code a, pre a {
289 | color: #375f84;
290 | }
291 |
292 | a.sourceLine:hover {
293 | text-decoration: none;
294 | }
295 |
296 | .fl {color: #1514b5;}
297 | .fu {color: #000000;} /* function */
298 | .ch,.st {color: #036a07;} /* string */
299 | .kw {color: #264D66;} /* keyword */
300 | .co {color: #888888;} /* comment */
301 |
302 | .error {font-weight: bolder;}
303 | .warning {font-weight: bolder;}
304 |
305 | /* Clipboard --------------------------*/
306 |
307 | .hasCopyButton {
308 | position: relative;
309 | }
310 |
311 | .btn-copy-ex {
312 | position: absolute;
313 | right: 0;
314 | top: 0;
315 | visibility: hidden;
316 | }
317 |
318 | .hasCopyButton:hover button.btn-copy-ex {
319 | visibility: visible;
320 | }
321 |
322 | /* headroom.js ------------------------ */
323 |
324 | .headroom {
325 | will-change: transform;
326 | transition: transform 200ms linear;
327 | }
328 | .headroom--pinned {
329 | transform: translateY(0%);
330 | }
331 | .headroom--unpinned {
332 | transform: translateY(-100%);
333 | }
334 |
335 | /* mark.js ----------------------------*/
336 |
337 | mark {
338 | background-color: rgba(255, 255, 51, 0.5);
339 | border-bottom: 2px solid rgba(255, 153, 51, 0.3);
340 | padding: 1px;
341 | }
342 |
343 | /* vertical spacing after htmlwidgets */
344 | .html-widget {
345 | margin-bottom: 10px;
346 | }
347 |
348 | /* fontawesome ------------------------ */
349 |
350 | .fab {
351 | font-family: "Font Awesome 5 Brands" !important;
352 | }
353 |
354 | /* don't display links in code chunks when printing */
355 | /* source: https://stackoverflow.com/a/10781533 */
356 | @media print {
357 | code a:link:after, code a:visited:after {
358 | content: "";
359 | }
360 | }
361 |
362 | /* Section anchors ---------------------------------
363 | Added in pandoc 2.11: https://github.com/jgm/pandoc-templates/commit/9904bf71
364 | */
365 |
366 | div.csl-bib-body { }
367 | div.csl-entry {
368 | clear: both;
369 | }
370 | .hanging-indent div.csl-entry {
371 | margin-left:2em;
372 | text-indent:-2em;
373 | }
374 | div.csl-left-margin {
375 | min-width:2em;
376 | float:left;
377 | }
378 | div.csl-right-inline {
379 | margin-left:2em;
380 | padding-left:1em;
381 | }
382 | div.csl-indent {
383 | margin-left: 2em;
384 | }
385 |
--------------------------------------------------------------------------------
/docs/pkgdown.js:
--------------------------------------------------------------------------------
1 | /* http://gregfranko.com/blog/jquery-best-practices/ */
2 | (function($) {
3 | $(function() {
4 |
5 | $('.navbar-fixed-top').headroom();
6 |
7 | $('body').css('padding-top', $('.navbar').height() + 10);
8 | $(window).resize(function(){
9 | $('body').css('padding-top', $('.navbar').height() + 10);
10 | });
11 |
12 | $('[data-toggle="tooltip"]').tooltip();
13 |
14 | var cur_path = paths(location.pathname);
15 | var links = $("#navbar ul li a");
16 | var max_length = -1;
17 | var pos = -1;
18 | for (var i = 0; i < links.length; i++) {
19 | if (links[i].getAttribute("href") === "#")
20 | continue;
21 | // Ignore external links
22 | if (links[i].host !== location.host)
23 | continue;
24 |
25 | var nav_path = paths(links[i].pathname);
26 |
27 | var length = prefix_length(nav_path, cur_path);
28 | if (length > max_length) {
29 | max_length = length;
30 | pos = i;
31 | }
32 | }
33 |
34 | // Add class to parent
93 |
147 |
148 |
149 |
160 |
94 |
107 |
108 |
146 |
95 |
101 |
106 | Two-Stage Least-Squares Regression with Diagnostics 96 |
97 |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:
99 |library("ivreg")
100 | ivreg(Q ~ P + D | D + F + A, data = Kmenta)Via two-stage least squares (2SLS):
102 |
With diagnostics:
104 |