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This function extracts the estimate, lower limit, upper limit, t-value, and (extreme) robustness values of an iv.sensemakr object, created with the function sensemakr.

Usage

# S3 method for class 'iv.sensemakr'
coef(object, parm = "iv", ...)

Arguments

object

an object of class iv_fit.

parm

which estimate to return. Options are "iv" for instrumental variable estimate, "fs" for the first-stage estimate and "rf" for the reduced-form estimate.

...

arguments passed to other methods.

Value

A data.frame with the sensitivity statistics for the requested parameters.

Examples

data("card")
y <- card$lwage
d <- card$educ
z <- card$nearc4
x <- model.matrix( ~ exper + expersq + black + south + smsa + reg661 + reg662 +
                     reg663 + reg664 + reg665+ reg666 + reg667 + reg668 + smsa66,
                   data = card)
card.fit <- iv_fit(y, d, z, x)
card.sens <- sensemakr(card.fit, benchmark_covariates = "black")
coef(card.sens)
#>     estimate        lwr       upr  t.value       xrv_qa       rv_qa q min alpha
#> iv 0.1315038 0.02480484 0.2848236 2.327075 0.0005232443 0.006666407 1   1  0.05
#>     dof
#> iv 2994
coef(card.sens, parm = "fs")
#>     estimate       lwr       upr t.value      xrv_qa      rv_qa q min alpha
#> fs 0.3198989 0.1476194 0.4921785 3.64085 0.003129076 0.03023129 1   1  0.05
#>     dof
#> fs 2994