drawAlphaIndicSF: Draw indicators and regression coefficients

In PatrickPfeifferDSc/bite: Bayesian Inference On Treatment Effects For Panel Data

Description

Internal. drawAlphaIndicSF draws indicator values and regression coefficients for the selection model (probit model of choosing treatment)

Usage

drawAlphaIndicSF(y, X, delta, deltafix, omega, invA0, isel,
  fix.alpha = FALSE)

Arguments

y	outcome vector
X	data matrix
delta	delta index of selection
deltafix	fixed delta indices, not subject to variable selection
omega	correlation parameter
invA0	inverse alpha entries matrix
isel	indicator whether selection is performed

Details

The procedure also includes variable selection process, utilizing a Dirac spike prior distribution for variable selection single move update y... n x 1 response from fixed effects model X... n x k regressor matrix

Value

delta ... k x 1 indicators

alpha ... k x 1 regression effects

PatrickPfeifferDSc/bite documentation built on Aug. 22, 2019, 9:57 a.m.