First release of robust2sls package
The robust2sls package
The goal of robust2sls is to provide easy-to-use tools for outlier-robust inference and outlier testing in two-stage least squares (2SLS) models.
For a detailed introduction to the model framework, the different trimmed 2SLS algorithms, and examples, see the vignette Introduction to the robust2sls Package.
utils::vignette("overview", package = "robust2sls")
Warning
This release has been tested extensively but there could still be errors in the code, especially for the functionality relating to bootstrap standard errors. The next version will improve this.