larf.fit: Fitting the Local Average Response Function

In LARF: Local Average Response Functions for Instrumental Variable Estimation of Treatment Effects

Description

It is the work-horse function for its high-level interface larf.

Usage

larf.fit(Y, X, D, Z, method, AME, optimizer, zProb)

Arguments

Y	a vector containing the outcome.
X	a matrix containing the covariates excluding the treatment.
D	a vector containing the binary treatment.
Z	a vector containing the binary instrument for the endogenous treatment.
method	the estimation method to be used. The default is “LS", standing for least squares. “ML", standing for maximum likelihood, is an alternative.
AME	whether average marginal effects (AME) should be reported. The default is FALSE, in which case marginal effects at the means (MEM) are reported.
optimizer	the optimization algorithm for the ML method. It should be one of “Nelder-Mead", “BFGS", “CG", “L-BFGS-B", “SANN", or “Brent". See optim in R for more detail.
zProb	a vector containing the probability of receiving the treatment inducement (i.e., instrument = 1) that have been estimated by semiparametrical methods.

Author(s)

Weihua An and Xuefu Wang, Departments of Sociology and Statistics, Indiana University Bloomington

See Also

larf, c401k

LARF documentation built on May 2, 2019, 3:27 p.m.