Extracts key diagnostic statistics from an instrumental variables regression,
including the first-stage F-statistic, Wu-Hausman endogeneity test, and
effective F-statistic (when available). Supports fixest IV models
and ivreg models.
Usage
iv_diagnostic_summary(model, conf_level = 0.95)
Arguments
- model
An IV model object. Supported classes: fixest (from
feols with IV syntax) or ivreg (from
ivreg).
- conf_level
Numeric. Confidence level for decision thresholds.
Default is 0.95.
Value
A data frame with columns:
- test
Character. Name of the diagnostic test.
- statistic
Numeric. Test statistic value.
- p_value
Numeric. P-value (where applicable; NA for
effective F).
- decision
Character. Plain-language interpretation at the
given confidence level.
Examples
if (FALSE) { # \dontrun{
# IV regression with fixest
mod <- feols(y ~ x1 | z1 + z2 ~ endo1, data = mydata)
iv_diagnostic_summary(mod)
# IV regression with ivreg
library(ivreg)
mod2 <- ivreg(y ~ endo1 + x1 | z1 + z2 + x1, data = mydata)
iv_diagnostic_summary(mod2)
} # }
