genmonoA: Generate components of the monotonicity constraints

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

This function generates the matrix and vectors associated with the monotonicity constraints declared by the user. It takes in a grid of the covariates on which the shape constraints are defined, and then calculates the values of the MTR and MTE over the grid. The matrices characterizing the monotonicity conditions can then be obtained by taking first differences over the grid of the unobservable term, within each set of values in the grid of covariate values.

Usage

genmonoA(
  A0,
  A1,
  sset,
  uname,
  gridobj,
  gstar0,
  gstar1,
  m0.dec,
  m0.inc,
  m1.dec,
  m1.inc,
  mte.dec,
  mte.inc,
  solution.m0.min = NULL,
  solution.m1.min = NULL,
  solution.m0.max = NULL,
  solution.m1.max = NULL,
  audit.tol,
  direct
)

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 monotonicity conditions.
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 monotonicity conditions.
sset	a list containing the point estimates and gamma components associated with each element in the S-set.
uname	Name of unobserved variable.
gridobj	a list containing the grid over which the monotonicity and boundedness conditions are imposed on.
gstar0	set of expectations for each terms of the MTR for the control group.
gstar1	set of expectations for each terms of the MTR for the control group.
m0.dec	boolean, indicating whether the MTR for the control group is monotone decreasing.
m0.inc	boolean, indicating whether the MTR for the control group is monotone increasing.
m1.dec	boolean, indicating whether the MTR for the treated group is monotone decreasing.
m1.inc	boolean, indicating whether the MTR for the treated group is monotone increasing.
mte.dec	boolean, indicating whether the MTE is monotone decreasing.
mte.inc	boolean, indicating whether the MTE is monotone increasing.
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

constraint matrix for the LP/QCQP problem. The matrix pertains only to the monotonicity conditions on the MTR and MTE declared by the user.

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