piv: Obtaining IV-like estimands

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

This function performs TSLS to obtain the estimates for the IV-like estimands.

Usage

piv(
  Y,
  X,
  Z,
  lmcomponents = NULL,
  weights = NULL,
  order = NULL,
  excluded = TRUE
)

Arguments

Y	the vector of outcomes.
X	the matrix of covariates (includes endogenous and exogenous covariates).
Z	the matrix of instruments (includes exogenous covariates in the second stage).
lmcomponents	vector of variable names from the second stage that we want to include in the S-set of IV-like estimands. If NULL is submitted, then all components will be included.
weights	vector of weights.
order	integer, the counter for which IV-like specification and component the regression is for.
excluded	boolean, to indicate whether or not the regression involves excluded variables.

Value

vector of select coefficient estimates.

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