lpSetupCriterionBoot: Configure LP environment for specification testing

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

This function re-centers various objects in the LP environment so that a specification test can be performed via the bootstrap. The LP model must be passed as an environment variable, under the entry $model. See lpSetup.

Usage

lpSetupCriterionBoot(
  env,
  sset,
  orig.sset,
  orig.criterion,
  criterion.tol = 0,
  setup = TRUE
)

Arguments

env	the LP environment
sset	list of IV-like estimates and the corresponding gamma terms.
orig.sset	list, only used for bootstraps. The list caontains the gamma moments for each element in the S-set, as well as the IV-like coefficients.
orig.criterion	scalar, only used for bootstraps. This is the minimum criterion from the original sample.
criterion.tol	tolerance for violation of observational equivalence, set to 0 by default.
setup	boolean. If TRUE, the function will modify the LP environment so that the LP solver can obtain the test statistic for the specification test. If FALSE, then it will undo the changes made by the function if setup = TRUE.

Value

Nothing, as this modifies an environment variable to save memory.

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