Description Usage Arguments Value Examples
This function takes in the IV estimate and its IV-like
specification, and generates a list containing the corresponding
IV-like point estimate, and the corresponding moments (gammas) that
will enter into the constraint matrix of the LP problem. If the
option means = FALSE
, then the data are not averaged to
generate the gamma moments and may be used for GMM. The function
requires the user to provide a list (i.e. the list the point
estimates and moments corresponding to other IV-like
specifications; or an empty list) to append these point estimates
and moments to.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 |
data |
|
sset |
list, which is modified and returned as the output. This object will contain all the information from the IV-like specifications that can be used for estimating the treatment effect. |
sest |
list containing the point estimates and S-weights corresponding to a particular IV-like estimand. |
splinesobj |
list of spline components in the MTRs for treated
and control groups. Spline terms are extracted using
|
pmodobj |
vector of propensity scores. |
pm0 |
list of the monomials in the MTR for the control group. |
pm1 |
list of the monomials in the MTR for the treated group. |
ncomponents |
The number of components from the IV regression to include in the S-set. |
scount |
integer, an index for the elements in the S-set. |
subset_index |
vector of integers, a row index for the subset of the data the IV regression is restricted to. |
means |
boolean, set to |
yvar |
name of outcome variable. This is only used if
|
dvar |
name of treatment indicator. This is only used if
|
noisy |
boolean, default set to |
ivn |
integer, the number indicating which IV specification the component corresponds to. |
redundant |
vector of integers indicating which components in the S-set are redundant. |
A list containing the point estimate for the IV regression, and the expectation of each monomial term in the MTR.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 | dtm <- ivmte:::gendistMosquito()
## Declare empty list to be updated (in the event multiple IV like
## specifications are provided)
sSet <- list()
## Declare MTR formulas
formula1 = ~ 1 + u
formula0 = ~ 1 + u
## Construct object that separates out non-spline components of MTR
## formulas from the spline components. The MTR functions are
## obtained from this object by the function 'genSSet'.
splinesList = list(removeSplines(formula0), removeSplines(formula1))
## Construct MTR polynomials
polynomials0 <- polyparse(formula = formula0,
data = dtm,
uname = u,
as.function = FALSE)
polynomials1 <- polyparse(formula = formula0,
data = dtm,
uname = u,
as.function = FALSE)
## Generate propensity score model
propensityObj <- propensity(formula = d ~ z,
data = dtm,
link = "linear")
## Generate IV estimates
ivEstimates <- ivEstimate(formula = ey ~ d | z,
data = dtm,
components = l(d),
treat = d,
list = FALSE)
## Construct S-set, which contains the coefficients and weights
## corresponding to various IV-like estimands
genSSet(data = dtm,
sset = sSet,
sest = ivEstimates,
splinesobj = splinesList,
pmodobj = propensityObj$phat,
pm0 = polynomials0,
pm1 = polynomials1,
ncomponents = 1,
scount = 1)
|
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