Union of Confidence Intervals for Plausibly Exogenous IV — sp_uci • spliv

Formula-level wrapper over the matrix core UCI implementation.

Usage

sp_uci(
  formula,
  data,
  inst,
  gmin,
  gmax,
  grid = 21,
  level = 0.95,
  vcov = c("hc1", "hc0", "iid", "cluster"),
  cluster = NULL
)

Arguments

formula: IV formula y ~ X | Z.
data: Data frame.
inst: Instrument names to vary.
gmin: Lower bound(s) on gamma.
gmax: Upper bound(s) on gamma.
grid: Grid size per varied instrument.
level: Confidence level.
vcov: One of "iid", "hc0", "hc1", "cluster".
cluster: Cluster ids when vcov = "cluster".

Value

Data frame with union confidence intervals.

Examples

set.seed(4)
d <- data.frame(y = rnorm(80), x = rnorm(80), z = rnorm(80))
sp_uci(y ~ x | z, d, inst = "z", gmin = -0.1, gmax = 0.1, grid = 5)
#>          term   conf.low conf.high
#> 1 (Intercept) -0.4302267 0.5464528
#> 2           x -5.4262559 3.0779421