The R package RcompAngrist is a R companion to Angrist and Pischke's Mostly Harmless Econometrics.
It contains some of the datasets, code snippets showig how to reproduce, and new functions.
The new functions are:
- Moulton standard errors
- The LIML estimator
- A R version of STATA webuse()
The wiki contains web examples, with code, of following tables/figures:
This github website hosts the source code. One of the easiest ways to install the package from github is by using the R package RcompAngrist:
library(devtools)
install_github(repo = "MatthieuStigler/RCompAngrist", subdir = "RCompAngrist")