仪器变量三部分右侧表示法，r为ivreg

Question

ivreghttps://cran.r-project.org/web/packages/ivreg/vignettes/ivreg.html的插图说如果有很多外生变量，那么在公式右侧的两个部分列出外生变量可能会变得繁琐，另一个方便的选择是使用像y ~ x1 | x2 | z1 + z2这样的三部分右侧，分别列出外生、内生和工具变量(仅针对内生变量)。

我完全同意，重复很多变量是乏味的。用三部分表示法，我还缺什么?

# data
data("SchoolingReturns")
# ivreg basic
library(ivreg)
ivreg(log(packs) ~ log(rprice) + log(rincome) | salestax + log(rincome), data = CigaretteDemand)
# don't want to repeat all endogenous variables
# ivreg formulas DV ~ exo | endo | instrument
# three part right hand side not working
ivreg(log(packs) ~ log(rprice) | log(rincome) | salestax, data = CigaretteDemand)

Answer 1

ivreg被另一个iv包掩盖。问题:

data("SchoolingReturns")
library(ivreg)
library(AER)
ivreg(log(packs) ~ log(rincome) | log(rprice) | salestax, data = CigaretteDemand)
Error in ivreg(log(packs) ~ log(rincome) | log(rprice) | salestax, data = CigaretteDemand) : 
length(formula)[2] %in% 1:2 ist nicht TRUE

好:

data("SchoolingReturns")
library(ivreg)
ivreg(log(packs) ~ log(rincome) | log(rprice) | salestax, data = CigaretteDemand)