RainbowStats™ · Regression commands

INSTRUMENT_HACKING

Demonstrate selection effects from searching over instruments.

Syntax

INSTRUMENT_HACKING(simulations)

Returned object

InstrumentHackingOperator

Example

m=INSTRUMENT_HACKING(200)
EXTRACT(m,"summary")

Interpretation and limitations

This is a simulation demonstration, not a procedure for choosing defensible instruments. The existing constructor and its sample-count requirements are retained.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

second_stage
secondstage
first_stage
firststage
summary
beta_second_k1
beta_second_k3
beta_second_k10
beta_first_k1
beta_first_k3
beta_first_k10
size_second_k1
size_second_k3
size_second_k10
size_first_k1
size_first_k3
size_first_k10
json
slideshow

In indexed patterns such as beta:n, replace n with the required index.