jive1 Module¶
- weak_instruments.jive1.JIVE1(Y: ndarray[Any, dtype[float64]], X: ndarray[Any, dtype[float64]], Z: ndarray[Any, dtype[float64]], talk: bool = False) JIVE1Result ¶
Calculates the JIVE1 estimator using a two-pass approach recommended by Angrist, Imbens, and Kreuger (1999) in Jackknife IV estimation.
- Parameters:
Y (np.ndarray) – A 1-D numpy array of the dependent variable (N x 1).
X (np.ndarray) – A 2-D numpy array of the endogenous regressors (N x L).
Z (np.ndarray) – A 2-D numpy array of the instruments (N x K), where K > L.
talk (bool) – If True, provides detailed output for teaching purposes. Default is False.
- Returns:
A named tuple containing the JIVE1 estimates, leverage values, and fitted values.
- Return type:
- class weak_instruments.jive1.JIVE1Result(beta: ndarray[Any, dtype[float64]], leverage: ndarray[Any, dtype[float64]], fitted_values: ndarray[Any, dtype[float64]])¶
Bases:
object