riv: Robust instrumental variables estimator

Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.

Version: 1.1-1
Depends: MASS
Published: 2011-12-21
Author: Beat Kaufmann with contributions from R.H. Zamar and G.V. Cohen-Freue.
Maintainer: Gabriela Cohen-Freue <Gabriela.Cohen-Freue at hli.ubc.ca>
License: GPL-2
CRAN checks: riv results

Downloads:

Package source: riv_1.1-1.tar.gz
MacOS X binary: riv_1.1-1.tgz
Windows binary: riv_1.1-1.zip
Reference manual: riv.pdf
Old sources: riv archive