SpotIV | R Documentation |
Perform causal inference in the semi-parametric outcome model with possibly invalid IVs.
SpotIV( Y, D, Z, X = NULL, intercept = TRUE, invalid = TRUE, d1, d2, w0, M.est = TRUE, M = 2, bs.Niter = 40, bw = NULL )
Y |
The outcome observation, a vector of length n. |
D |
The treatment observation, a vector of length n. |
Z |
The instrument observation of dimension n \times p_z. |
X |
The covariates observation of dimension n \times p_x. |
intercept |
Whether the intercept is included. (default = |
invalid |
If TRUE, the method is robust to the presence of possibly invalid IVs; If FALSE, the method assumes all IVs to be valid. (default = |
d1 |
A treatment value for computing CATE(d1,d2|w0). |
d2 |
A treatment value for computing CATE(d1,d2|w0). |
w0 |
A vector of the instruments and baseline covariates for computing CATE(d1,d2|w0). |
M.est |
If |
M |
The dimension of indices in the outcome model, from 1 to 3. (default = |
bs.Niter |
The bootstrap resampling size for constructing the confidence interval. |
bw |
A (M+1) by 1 vector bandwidth specification. (default = |
SpotIV
returns an object of class "SpotIV", which "SpotIV" is a list containing the following components:
|
The estimate of the model parameter in front of the treatment. |
|
The estimate of CATE(d1,d2|w0). |
|
The estimated standard error of cateHat. |
|
The set of relevant IVs. |
|
The set of relevant and valid IVs. |
|
The indicator that the majority rule is satisfied. |
Li, S., Guo, Z. (2020), Causal Inference for Nonlinear Outcome Models with Possibly Invalid Instrumental Variables, Preprint arXiv:2010.09922.
data("nonlineardata") Y <- nonlineardata[,"CVD"] D <- nonlineardata[,"bmi"] Z <- as.matrix(nonlineardata[,c("Z.1","Z.2","Z.3","Z.4")]) X <- as.matrix(nonlineardata[,c("age","sex")]) d1 <- median(D)+1 d2 <- median(D) w0 <- c(rep(0,4), 30, 1) SpotIV.model <- SpotIV(Y,D,Z,X,invalid = TRUE,d1 =d1, d2 = d2,w0 = w0) summary(SpotIV.model)
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