Nothing
#-------------------------------------------------------------------
# %# Auxiliary function providing the appropriate data.frame
# %# for the subsequent iterative OLS estimation. Takes into
# %# account the number of observations and creates indicators.
#-------------------------------------------------------------------
subsample.ols.sreg <- function(Y, S, D, X, s, d)
#-------------------------------------------------------------------
{
X <- as.matrix(X)
data <- data.frame(Y, S, D, X)
keep.s <- s
keep.d <- d
filtered.data <- data[data$D %in% keep.d & data$S %in% keep.s, ]
data.ols <- filtered.data
return(data.ols)
}
#-------------------------------------------------------------------
subsample.ols.creg <- function(data, s, d)
#-------------------------------------------------------------------
{
keep.s <- s
keep.d <- d
filtered.data <- data[data$D == keep.d & data$S == keep.s, ]
data.ols <- filtered.data
return(data.ols)
}
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