Bump roxygen2 to 8.0.0.
Fixed a bug in fsw() for models fitted by
ivreg::ivreg() which reported conditional F statistics for
the wrong variables when exogenous covariates were listed before the
exposures in the model formula
Fixed a bug in tsps() and tsri() which
produced incorrect estimates when exogenous covariates were listed
before the exposure or the instruments in the model formula
tsps() and tsri() now give a clear
error message when more than one exposure is specified, when a variable
is named y (which is reserved for internal use), and their
print methods no longer error when a user specified unnamed
t0 is used with a log-link or logit-link model
fsw() now detects ordered factor exposures, and its
factor exposure error message is restored for the
ivreg::ivreg() method and fixed for the
fixest::feols() method
msmm() now gives its intended error message for
non-integer outcomes and a corrected message for negative
outcomes
tsps() and tsri() are now roughly 2
times faster because the first stage regression is computed once instead
of on every evaluation of the GMM moment functions, and the moment
conditions in all three GMM based estimators are now vectorised
Internal refactoring: the four fsw() methods now
share a common engine, the eight tsps()/tsri()
moment functions are reduced to one per estimator, and dead code has
been removed
fsw() can now calculate Sanderson-Windmeijer
conditional F statistics for models fitted by AER::ivreg(),
estimatr::iv_robust(), and fixest::feols()
(thanks @nvitt)Fixed a bug in fsw() when an exogenous covariate was
a factor (thanks @ZoeReed)
The fsw() function now returns an error if any of
the exposures are factors
Add CITATION file
Tweak formatting of code in helpfile examples and vignettes
Add subsection to README about GNU Fortran requirement for old versions of the gmm package on macOS
Bumped the minimum required version of R to be 4.1.0. This is because of the same requirement in pbkrtest, which is a dependency of car which is a dependency of ivreg
Bumped version of roxygen2 used to create the package documentation
Made use of ellipsis ... in several function
definitions safer using the ellipsis package
Bumped required version of R to 4.3.0 because the Matrix package, which is a dependency of ivreg now requires R 4.4.0. CRAN retain a binary version of Matrix 1.6-5 for the previous release of R, and so the minimum version of R can be 4.3.0 rather than 4.4.0.
Update roxygen2 version used to generate documentation
Reduce the number of functions imported from other packages
Make use of packages in Suggests list conditional on their availability
Remove ivtools from Suggests due to the current failure of its ahaz dependency package to build on 3 of the CRAN Linux sub-architectures
R CMD check note in R
4.2.0