uSplineInt: Integrated splines

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

This function integrates out splines that the user specifies when declaring the MTRs. This is to be used when generating the gamma moments.

Usage

uSplineInt(x, knots, degree = 0, intercept = TRUE)

Arguments

x	the points to evaluate the integral of the the splines.
knots	the knots of the spline.
degree	the degree of the spline; default is set to 0 (constant splines).
intercept	boolean, set to TRUE if intercept term is to be included (i.e. an additional basis such that the sum of the splines at every point in x is equal to 1).

Value

a matrix, the values of the integrated splines. Each row corresponds to a value of x; each column corresponds to a basis defined by the degrees and knots.

Examples

## Since the splines are declared as part of the MTR, you will need
## to have parsed out the spline command. Thus, this command will be
## called via eval(parse(text = .)). In the examples below, the
## commands are parsed from the object \code{splineslist} generated
## by \code{\link[MST]{removeSplines}}. The names of the elements in
## the list are the spline commands, and the elements themselves are
## the terms that interact with the splines.

## Declare MTR function
m0 = ~ x1 + x1 : uSpline(degree = 2,
                          knots = c(0.2, 0.4)) +
    x2 : uSpline(degree = 2,
                  knots = c(0.2, 0.4)) +
    x1 : x2 : uSpline(degree = 2,
                       knots = c(0.2, 0.4)) +
    uSpline(degree = 3,
             knots = c(0.2, 0.4),
             intercept = FALSE)

## Separate the spline components from the MTR function
splineslist <- removeSplines(m0)$splineslist

## Delcare the points at which we wish to evaluate the integrals
x <- seq(0, 1, 0.2)

## Evaluate the splines integrals
eval(parse(text = gsub("uSpline\\(",
                       "ivmte:::uSplineInt(x = x, ",
                       names(splineslist)[1])))


eval(parse(text = gsub("uSpline\\(",
                       "ivmte:::uSplineInt(x = x, ",
                       names(splineslist)[2])))

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