ivboot.R

ivboot <- function(sec,fir,data,boots=500){
   dat <- data
   sec <- as.formula(sec)
   fir <- as.formula(fir)
   thisiv <- iv(sec, fir,data)
   
   booter <- function(dat,i){
     coef(iv(sec,fir,data=dat[i,]))
   }
   
   boot_coef <-coef(thisiv)
   myboot <- boot(dat, booter, R=boots,stype="i")
   thisiv$second$coefficients[,2] <- sd(myboot$t)
   thisiv$second$coefficients[,3] <- thisiv$second$coefficients[,1]/thisiv$second$coefficients[,2]
   thisiv$second$coefficients[,4]  <- 2*pnorm(-abs(thisiv$second$coefficients[,3]))
   colnames(thisiv$second$coefficients) = c("Estimate", "Std. Error", "z value", "Pr( >|z|)")
   return(thisiv)
}