sWald: IV-like weighting function, Wald specification

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

IV-like weighting function for OLS specification 2.

Usage

sWald(z, p.to, p.from, e.to, e.from)

Arguments

z	vector, the value of the instrument.
p.to	P[Z = z'], where z' is value of the instrument the agent is switching to.
p.from	P[Z = z], where z is the value of the instrument the agent is switching from.
e.to	E[D | Z = z'], where z' is the value of the instrument the agent is switching to.
e.from	E[D | Z = z], where z is the value of the instrument the agent is switching from.

Value

scalar.

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