genboundA: Generating the constraint matrix

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

This function generates the component of the constraint matrix in the LP/QCQP problem pertaining to the lower and upper bounds on the MTRs and MTEs. These bounds are declared by the user.

Usage

genboundA(
  A0,
  A1,
  sset,
  gridobj,
  uname,
  m0.lb,
  m0.ub,
  m1.lb,
  m1.ub,
  mte.lb,
  mte.ub,
  solution.m0.min = NULL,
  solution.m1.min = NULL,
  solution.m0.max = NULL,
  solution.m1.max = NULL,
  audit.tol,
  direct = FALSE
)

Arguments

A0	the matrix of values from evaluating the MTR for control observations over the grid generated to perform the audit. This matrix will be incorporated into the final constraint matrix for the bounds.
A1	the matrix of values from evaluating the MTR for control observations over the grid generated to perform the audit. This matrix will be incorporated into the final constraint matrix for the bounds.
sset	a list containing the point estimates and gamma components associated with each element in the S-set.
gridobj	a list containing the grid over which the monotonicity and boundedness conditions are imposed on.
uname	name declared by user to represent the unobservable term.
m0.lb	scalar, lower bound on MTR for control group.
m0.ub	scalar, upper bound on MTR for control group.
m1.lb	scalar, lower bound on MTR for treated group.
m1.ub	scalar, upper bound on MTR for treated group.
mte.lb	scalar, lower bound on MTE.
mte.ub	scalar, upper bound on MTE.
solution.m0.min	vector, the coefficients for the MTR for D = 0 corresponding to the lower bound of the target parameter. If passed, this will initiate checks of shape constraints.
solution.m1.min	vector, the coefficients for the MTR for D = 1 corresponding to the lower bound of the target parameter. If passed, this will initiate checks of shape constraints.
solution.m0.max	vector, the coefficients for the MTR for D = 0 corresponding to the upper bound of the target parameter. If passed, this will initiate checks of shape constraints.
solution.m1.max	vector, the coefficients for the MTR for D = 1 corresponding to the upper bound of the target parameter. If passed, this will initiate checks of shape constraints.
audit.tol	feasibility tolerance when performing the audit. By default to set to be equal 1e-06. This parameter should only be changed if the feasibility tolerance of the solver is changed, or if numerical issues result in discrepancies between the solver's feasibility check and the audit.
direct	boolean, set to TRUE if the direct MTR regression is used.

Value

a constraint matrix for the LP/QCQP problem, the associated vector of inequalities, and the RHS vector in the inequality constraint. The objects pertain only to the boundedness constraints declared by the user.

ivmte documentation built on Sept. 17, 2021, 5:06 p.m.