[R] calculates the standard error with the delta method
A. Tafsir DIALLO
di@llot@f@ir83 @ending from y@hoo@fr
Thu Apr 19 15:39:18 CEST 2018
I need your help because I am having difficulties to finalize an econometric model.By the way, I want to calculate the standard error with delta method in a 2sls model with interactions under R.I want to determine the total effect of the institutions (Institutions + D_MinMond * Institutions) on logYLby summing the estimated parameters of (Institutions) and (D_MinMond * Institutions);D_MinMond is a dummy taking 0 or 1. But I can not find the right code to calculate the standard error under RHere is the equation for this estimate:reg_iv2<-ivreg(logYL~Institutions+D_MinMond+D_MinMondInstitutions|xconst+xrreg+D_MinMond+D_MinMondInstitutions,data=bdd2)
Tafsir DialloCordially
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