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robust2sls 0.2.2

Minor changes

• move package doRNG from Imports to Suggests because the package has been orphaned as of 2022-12-19. Only affects the function mc_grid(), which is anyway for advanced users only

Bug Fixes

• fix bug in unit testing

robust2sls 0.2.1

Major changes

• addition of Impulse Indicator Saturation (IIS) as initial estimator for outlier detection (from ivgets package)

Minor changes

• code coverage has been extended to 100%
• update formulae for FODR under normality (estimation not required)
• all 2SLS estimation commands originally from AER package now use the ivreg package
• fixed or or with empty second argument, as suggested by CRAN maintainers

robust2sls 0.2.0

Major changes

Introduction of a suite of new functions implementing several tests for the presence of outliers in the sample.

• proportion test
• count test
• global test using Simes (1986) procedure
• scaling sum test
• scaling sup test

A vignette is included that illustrates the usage of these testing functions.

Minor changes

• change gauge_avar() to accept NULL as input for split argument
• implement asymptotic covariance of the FODR for different cut-offs
• utility function multi_cutoff() that allows to apply the same outlier detection algorithm with different cut-off / gamma values

robust2sls 0.1.0 (initial release)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.