ivdoctr: Generates parameter estimates given user restrictions and...

In ivdoctr: Ensures Mutually Consistent Beliefs When Using IVs

Description

Generates parameter estimates given user restrictions and data

Usage

ivdoctr(
  y_name,
  T_name,
  z_name,
  data,
  example_name,
  controls = NULL,
  robust = FALSE,
  r_TstarU_restriction = c(-1, 1),
  k_restriction = c(1e-04, 1),
  n_draws = 5000,
  n_RF_draws = 1000,
  n_IS_draws = 1000,
  resample = FALSE
)

Arguments

y_name	Character string with the column name of the dependent variable
T_name	Character string with the column name of the endogenous regressor(s)
z_name	Character string with the column name of the instrument(s)
data	Data frame
example_name	Character string naming estimation
controls	Vector of character strings specifying the exogenous variables
robust	Indicator for heteroskedasticity-robust standard errors
r_TstarU_restriction	2-element vector of min and max of r_TstarU.
k_restriction	2-element vector of min and max of kappa.
n_draws	Number of draws when generating frequentist-friendly draws of the covariance matrix
n_RF_draws	Number of reduced-form draws
n_IS_draws	Number of draws on the identified set
resample	Indicator of whether or not to resample using magnification factor

Value

List with elements:

• ols: lm object of OLS estimation,

• iv: ivreg object of the IV estimation

• n: Number of observations

• b_OLS: OLS point estimate

• se_OLS: OLS standard errors

• b_IV: IV point estimate

• se_IV: IV standard errors

• k_lower: lower bound of kappa

• p_empty: fraction of parameter draws that yield an empty identified set

• p_valid: fraction of parameter draws compatible with a valid instrument

• r_uz_full_interval: 90% posterior credible interval for fully identified set of rho

• beta_full_interval: 90% posterior credible interval for fully identified set of beta

• r_uz_median: posterior median for partially identified rho

• r_uz_partial_interval: 90% posterior credible interval for partially identified set of rho under a conditionally uniform reference prior

• beta_median: posterior median for partially identified beta

• beta_partial_interval: 90% posterior credible interval for partially identified set of beta under a conditionally uniform reference prior

• a0: If treatment is binary, mis-classification probability of no-treatment case. NULL otherwise

• a1: If treatment is binary, mis-classification probability of treatment case. NULL otherwise

• psi_lower: lower bound for psi

• binary: logical indicating if treatment is binary

• k_restriction: User-specified bounds on kappa

• r_TstarU_restriction: User-specified bounds on r_TstarU

Examples

library(ivdoctr)
endog <- c(0, 0.9)
meas <- c(0.6, 1)

colonial_example1 <- ivdoctr(y_name = "logpgp95", T_name = "avexpr",
                            z_name = "logem4", data = colonial,
                            controls = NULL, robust = FALSE,
                            r_TstarU_restriction = endog,
                            k_restriction = meas,
                            example_name = "Colonial Origins")

ivdoctr documentation built on Dec. 11, 2021, 9:32 a.m.