Mostly Harmless Econometrics in R

The R package RcompAngrist is a R companion to Angrist and Pischke's Mostly Harmless Econometrics.

It contains some of the datasets, code snippets showig how to reproduce, and new functions.

The new functions are:

• Moulton standard errors
• The LIML estimator
• A R version of STATA webuse()

Demo

The wiki contains web examples, with code, of following tables/figures:

• Figure 4.1.1
• Table 4.6.2

Installing RcompAngrist

This github website hosts the source code. One of the easiest ways to install the package from github is by using the R package RcompAngrist:

library(devtools)
install_github(repo = "MatthieuStigler/RCompAngrist", subdir = "RCompAngrist")