pcc_IV: multiple orthogonal CIV solutions. (internal function)

Description Usage Arguments Value Examples

View source: R/CIVMR_function.R

Description

This function find multiple CIV solutions that are orthogonal to each other. Only the first one achive the global maximum correlation.

Usage

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pcc_IV(A, B, G, inv_GG_square, no_IV = ncol(G) - ncol(B))

Arguments

A:

matrix given by LA_decomposition().

B:

matrix given by LA_decomposition().

G:

original instruments.

Value

u_max: the solution of u that would maximize the constrained correlation problem.

Examples

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data(simulation)
#CIV linear algebra decomposition components
civ.deco <- LA_decomposition(simulation$G,simulation$X,simulation$Z)
#solve the CIV solution for c
civ.mult <- pcc_IV(civ.deco$A, civ.deco$B, simulation$G, civ.deco$inv_GG_square)

LaiJiang/CIVMR documentation built on July 16, 2020, 12:45 a.m.