olsj: OLS weights

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

Function generating the S-weights for OLS estimand, with controls.

Usage

olsj(X, X0, X1, components, treat, order = NULL)

Arguments

X	Matrix of covariates, including the treatment indicator.
X0	Matrix of covariates, once fixing treatment to be 0.
X1	Matrix of covariates, once fixing treatment to be 1.
components	Vector of variable names of which user wants the S-weights for.
treat	Variable name for the treatment indicator.
order	integer, default set to NULL. This is simply an index of which IV-like specification the estimate corresponds to.

Value

A list of two vectors: one is the weight for D = 0, the other is the weight for D = 1.

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